Curious as to why you purchased a separate preamp? I thought you were trying to get more "oomph" than the Sansui is providing? A different preamp is not going to give you more power (which is what you need if you want to go louder, assuming the speakers can handle it).
Or are you saying that you bought a phono preamp? If so, and contrary to an earlier post from another member, it would be connected to any line level input on the Sansui....NOT to the phono input. But you probably knew that.
I don't know anything about your current speakers, but the sensitivity rating on the back says 90dB. That means that a pair will hit 93 decibels (quite loud) with just one watt of input. You need another 9-12dB of headroom to account for peaks...that's a total of 8-16 watts needed for an average loudness of 93dB.
Your little Sansui can do 35 watts or so before clipping...so you've got enough for 96-99dB from those speakers. That is LOUD. Of course, that's at 1 meter from the speakers, and volume drops off with distance...but in a normal home environment, I would estimate you would still get a bit more than 90dB at 10-12 feet (with fairly minimal clipping).
But yes, if you want concert level loudness, you will need either more power, different speakers (higher sensitivity), or perhaps both. On a related note...it sounds as if your current speakers have an issue handling power, so if you look at different speakers, make sure that they can handle the power required to achieve the loudness you are looking for.
EDIT - A subwoofer, or pair of subwoofers, even if they don't go extremely low, will provide reinforcement in their frequency range, providing a sense of greater overall loudness, along with more, and usually better, bass below 100Hz or so.
EDIT #2 - I looked at specs for those speakers...they claim to go down to 55Hz, so I would guess they start rolling off pretty steeply at 75Hz or so. Simply put, they are light on bass response. A natural reaction to lack of bass is to boost the volume, turn up the bass knob and press the loudness button...none of which will add the missing bass, and can demand more voltage than the amp is capable of delivering ( = clipping).
From what I can tell, that speaker is designed for smaller spaces. It may be that the relatively small mid-woofers just can't move enough air to satisfy your needs.
