I have been researching this because I am interested in the MKX. I was told that the Terk XM direct adapter might work. I just called Audiovox, the makers of Terk and they said that it will not work on any Ford/Lincoln vehicle after 2006. They said that Ford changed the wiring harness and that Audiovox did not update the XM direct adapter. In fact, he said that they are getting away from any OEM radio integration. I guess we are stuck with Sirius for now.
By the way, as you know, XM is better than Sirius, much better regardless of what the other poster said. However, hopefully the upcoming merger will produce a universal tuner.