Yup, I was afraid of that. Justin, that's an Aux-in adapter to plug into the back of a Pioneer CD player. Which is nice if that's the sort of thing you need, but I think you're describing a different need.

In any case, if your XM-radio module has an FM modulator included with it, that should work fine, too, so just use that. It means you have to tune your empeg to a specific frequency to hear it, but it will work.