The B&O active speakers are to used with a preamp that has an adjustable line level output.
Your Onkyo integrated amp does not have this kind of output. The Onkyo is designed to drive passive speakers.
You can buy a preamp to use with the B&O speakers or return the B&O speakers.
I am completely new to all of this, so go easy on me.
So, I recently got my hands on some Bang & Olufsen Beloab Penta active loudspeakers. Here's a link to them: http://www.beoworld.org/prod_details.asp?pid=808 (they are the original Pentas)
Now I just need to figure out how to hook them up! The speakers themselves appear to have 2 types of inputs, a line input and what looks like normal speaker wire inputs. I have the wires for the "line input" and tried hooking them directly into a CD changer that I have. I confirmed that the speakers worked, because when I turned them on it started playing music REALLY LOUD. The problem is that the speakers did not respond to the volume knob on the CD changer and there is no volume control on the speakers themselves.
I also have a separate Onkyo amp that I was using to power two non-amplified Cerwin Vega floorstanding speakers. The link is here http://www.onkyousa.com/model.cfm?class=Receiver&m=TX-8511
Ideally, I'd like to hook the new B&O speakers to the amp so that the speakers could be used for TV/movies as well as music, but I was wary of hooking two amplified speakers into an amplifier. Also, I'm not sure how the interaction of newer and older technology would work. So, is there a way to do this or do I need some other piece of equipment? If I can hook the active speakers into the amp, how would I do so? I'd like to use the line inputs as they are easier, but I do not see where they would hook into the amp. If not, would normal speaker wire work OK? If the speakers are hooked into the amp in one of these ways, will the speakers respond to the volume knob on the amp?
Again, apologies for my level of knowledge and thanks for any help you can offer me. Let me know if you need any additional information.

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic