XM radio Roady XT through auxiliary plug?

Hello, I can't find the answer to this. I just bought a used car with a terrible radio - only a few of the ons actually work. I was planning to get a new radio/cd player installed which will include an auxiliary outlet on the face. I have a subscription to XM radio with a Roady XT unit. I was planning to mount the Roady XT unit onto one of the vents, like in my last car, and plug it into the cigarrette lighter for power. However, in my last car, it was set up to go through an FM signal. Is there a special cord to purchase which will connect the Roady XT to the auxiliary outlet on the front of the new radio?