http://www.grandprixforums.net/how-a...-xm-21849.html
This is the write up I used with my Monsoon system. Its pretty easy if you go to Radio Shack or a Fry's Electronics and get what you need.
There is also the Pac-audio plug you can buy, but installing the aux into the XM line was cheaper and a lot more fun.
Cheers!