I suspect you might have a ground loop (I had one when I added a GPS to my wing), a noise filter will not cure it, I had to use an audio isolator. You plug the audio from your XM radio into the isolator and connect the Auxillary input lead from the wing stereo to the other side of the isolator and all the noise dissapears. The isolator is really just 2 small audio transformers.
I used something like this http://www.google.com/products/catalog? ... DsQ8wIwAg#
but mine has the 3.5mm stereo jack plugs rather than the RCA phono plugs on this unit.