Alright, with no response here, I contacted PIE Electronics directly. I told them what type of radio I had (6 disc in-dash changer), and gave them the model number (3L2T-18C815-FB). They said that the "815" indicates it is a 6-disc in-dash CD player (well duh, I already knew that), and to quote them, "2003-2004 (6-Disc in-dash) model radios are NOT CD-Changer capable, and therefore cannot be used with any PIE auxiliary input interface."
Well, crap, I thought.
Then I looked at the back of my radio. It has three connectors:
When the cables are plugged in, the center one (the one used for CD changers, I discovered) has only two wires connected. These wires connect the radio to the steering wheel buttons:
So either they put that huge connector in there for just two wires...or perhaps my radio is CD-changer capable after all?
I decided to take the plunge. I ordered a PIE Electronics FRDN-AUX adapter from Logjam Electronics. It arrived today. The instruction sheet included with it repeated the warning that 2003-2004 (6-Disc in-dash) model radios were not compatible.
I pulled my radio out, connected it up, powered everything up...and no smoke came out. A good start.
I pressed the CD button, and it started playing a CD. As expected.
I pressed the CD button again, and:
I started hearing my satellite radio! Victory! My radio was compatible with the PIE interface, despite what they had told me.
Fitting it in was a bit of a job. The cable they supplied was too short to let the interface live down lower in the dash, so the only place it would fit was shoved up in the dash on the "step" behind the radio. It would vibrate if I put it there, so I wrapped the interface in foam, then shoved it in so it would sit firmly and not rattle around in the dash.
The difference in sound quality between the FM transmitter in my XM SkyFi2 and having it wired in directly is astronomical. I don't know how I lived with such crappy sound before.
So if you've wondered if you can do this - yes, you can, and I highly encourage you to do it.