I had a similar situation in a different vehicle. I went to Radio Shack and bought a cigarette lighter extension cord. It had a plug on one end and a female lighter socket on the other. I cut the wire and connected the female socket side directly into the 12v line under the dash. I then plugged the XM Radio power adapter into the extension socket and tucked it all behind the radio. Worked like a champ.
This was a japanese car, and the aux power jacks go off with the key. In the Edge, they stay on all the time, so if you do this the power will always be on. They draw a tiny amount of current, but could have a negative impact on the life of the battery. In my prior company car (a Ford Freestar) I left the XM radio on all the time, and the OEM battery failed after one year. I don't know if this was the cause, but lead-acid batteries don't like to be drained down on a regular basis. Perhaps you could find a switched 12V line, and this wouldn't be an issue.