Depends on the sub. Some have built-in HP filters for your main speaker/amp.
Like Bdgregory pointed out, you can connect the sub taking the signal from the speaker posts on you amp and connect speaker wire to "the speaker in" input on your sub (Not all subs have this connection). You would leave your speakers connected as usual to the amp, and this has no impact on the load that the amp sees.
Some argue that this is the prefered method of connecting sub (REL subs being one advocate and fitting their subs with speakon high level inputs), whereas others disagree. There are some threads on that topic here on Audiogon if you are interested.