The faceplate is probably broken. You don't want to see how those things come in on the truck. And Pioneers have a pretty high DOA rate anyways. As far as the XM goes, all you should have to do is switch the input to XM and it should play. You might have to adjust the setting when the HU is powered down telling it to display that source though.
If all else fails, let them install it. We do free installs on HUs over $99. You sound like you have the adapter plate and the factory plug harness already so you won't have to pay for those. The XM Install will be $50 extra though.