It seems as you did the correct thing and everything is fine. If the connections were wrong it wouldn't have worked. Now as far as not playing louder is concerned, here is what is probably happening:
When you bridge your amp on a 4 OHM speaker (I assume that your subwoofer is 4 OHM, most are) the amp now plays at 2 OHM.
There are two kinds of "2 Ohm" amps in the market. The one that claims it is "2 OHM stable" and the other that claims it produces more power at 2 OHMS. The first one can play at 2 OHMS with no problem but it will not produce any more power than it would at 4 OHMS. The second one will not only play at 2 OHMS but it will also produce significantly more power (up to twice the power it produces at 4 OHM).
Your amp probably belongs to the first category and although it will play at 2 OHM it will not give you any more power. If that is the case, then I would use the regular 4 OHM configuration (the one you had before) because it will give you SLIGHTLY better quality bass.