Another AUX input problem

[Trinity]

Here's my problem:

I installed the AUX input into 05 X3 without NAV without a problem. Had to take the 3 wires and put them into the plug with the 2 existing wires (just as instructions said I might have to do).

I have my ROADY2 XM plugged into the AUX input and it will work initially for about 20 minutes, then the AUX disappears and the radio switches on. When I hit the mode button on the radio, it then doesn't recognize the AUX, only radio or CD. I have double/triple checked the connections and none are loose. When you turn the car off for a few minutes and then restart it, the AUX input will work for about 5 or 10 minutes, and then the same thing happens.

What gives? It's driving my CRAZY!