Yup, what Jason said. If you go to Garmin's website and download the free Pilots Guide (PDF) for your system, you'll find the documentation in section 8.6, "XM RADIO ENTERTAINMENT". One important "gotcha" is that the radio's audio is automatically muted during critical phases of flight--departure and takeoff--when the aircraft's groundspeed, as determined by the GPS, exceeds 30 knots and airspeed is less than 80 knots. It does NOT automatically UNmute. You have to go to the page Jason described and manually turn the music back on once you're airborne and flying faster than 80 knots. I'd add it to your "cruise" checklist, as it's probably not safe to be fiddling with the MFD close to the ground.
To unmute, just press the VOL softkey and then press the MUTE softkey.