Check out http://hondapilot.org/, there's lots of info in the forums on what
you need to hook up ipods and XM.

Does it have the factory radio in it now?  If not, the aftermarket radio
may have been hooked up incorrectly.  The antenna in the Pilot has a powered
amplifier back by the antenna, and if you don't give it power the reception
is really bad.

If it's still under warranty, and you're not in an area that has bad reception
to begin with, a dealer should be able to fix it.