Well you're going to have to find software for the XM player, and you're going to need to buy gps navigation software. Search the forums for the GPS software, there are a couple of options. As for XM, depending on what kind of interface you have, I know mitch's interface has a desktop application, but it's not pretty, it just works. But since you're not running a frontend I assume you're not really going for a slick consistent look anyway.
Some more information might help us help you:
What GPS software are you going to use?
What media player are you going to use?
What XM hardware do you have?
What OS are you planning on using?