Yep, you do need the Pioneer XM module. The factory XM module only works with the factory headunit. Also the factory XM antenna only works with the factory XM module.
Getting the idea?:grin: Having the factory XM installed benefits you not one bit when converting to an aftermarket headunit.
You need the Pioneer XM like this, which comes with the needed cables and antenna.

I installed mine in the back side panel as pictured in the thread you referenced.