The delphi XM Modulators (in a blue box at a local car-audio retailer...)
Has a box with an antenna plug (goes into the factory antenna plug on the back of your radio)
An input (looks identical to your factory port for your factory antenna)
An antenna wire that plugs into the car-dock
And a cigarette lighter adapter...
Toughest part is wiring the cigarette lighter adapter..
Just need to hook it up to someting that turns on when they key is on the ACC / RUN position (an accessory wire)
Usually the wiring for an existing cigarette lighter, or the switch power on the radios plug.