I don't see why not, seeing as your sub probably has line level (or low level) connections on it.

Blowing up? I don't see how that could happen, it is only unbalanced connectors, dealing very small currents and a couple of volts.

Depending on the amount of voltage coming out of your CSP2, you'll have to play around with the gain setting on your sub, turn it all the way down at first and move up slowly.