You can use a basic (single) RCA cable, or you can use a coax cable with RCA plugs on them such as this:
Monoprice cables on Amazon
Doesn't need to be from Monoprice, they just give a good price for pretty good cables.
You just connect the cable to the sub out on the Denon, and then to the LFE on the sub, and set the crossover to as high as it goes (on the sub).
Since it looks like this is your first time running this kind of setup, here is a link that helps out with using Audyssey which I suggest you use:
Audyssey FAQ
After using it (or even if you don't) make sure your speakers are set to small and that you are using a crossover of at least 80Hz (I'm assuming this is the Mass 5.1 from Monitor Audio). Also make sure the "Subwoofer mode" is set to "LFE" only and
not "LFE + Main"