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Anybody correct me if I'm wrong, but I believe you fist need to check if you have the XM satelite antenna. I had an 07 IS and I needed one. I called XM and they used my VIN to make sure it was XM and not Sirius. They confirmed it was XM but I still needed the antenna. Another way to check, is to press the satelite button on your radio and tune to channel 255, (I think that was the channel #) and it will give you your radio code or ID. If you press the satelite button and nothing happens, that means you need the antenna. Atleast, that was the case for me.
For XM you will need to turn to channel "0". If you see a radio ID number then you just need to go online to xm.com and sign up. Otherwise, you will need to install an XM tuner first.