The sub crossover should be set to the bypass position. All crossover takes place in the reciever. It looks like your mains can handle some pretty decent bass. I'd say play around with the settings until you find the one you like the best. You might even try setting the mains to large and sending all of the LFE to the sub.
The LFE is just another channel on Dolby and DTS soundtracks but it is dedicated for bass effects only. When you hear about a 5.1 or 7.1 surround sound format, they are actually 6 and 8 channel recordings. A channel is a discrete recording of sound, like Left and Right are for stereo, in home theater you have Left, Center, Right, Right Surround, Left Surround, and LFE.
Receivers have the option of directing the LFE to the main speakers as well as to the sub. I would send these signals strictly to the sub as the can be very powerfull and very deep. As the wiki article explains, the LFE channel also has the ability of playing 10db louder than the rest of the soundtrack. In the world of electronics, 10db is the same as 10 times as much power! Not something suited to 6.5" drivers.
60Hz or 80hz, even 40Hz or as suggested in another reply give them a try set at large. Just for the mains, depending on the satellites you may want to even try 100 or higher on them. There are no hard and fast rules about how you set up your system. Experiment and leave it set where it sounds best to you.
I agree with Mark ... look for the Sony speakers frequency response :yes:, based on that you can set the crossover frequency for the surrounds.
I don't recall if you can set the crossover to each speaker ... if that's the case, you can set one for each (L+R+C+surrounds); but if your AVR uses just one crossover for all speakers ... you need to check all frequency responses of the speakers and choose what is best for all of them :yes: