You must have the DVD nav which was changed in late '03 model year (summer '02) with the black interior. I just installed the new GMPD100 XM tuner in my very early '03 (2/02 build date) with pewter interior and the CD ROM Nav. The dealer could not activate the 'digital radio tuner' option, since it isn't there (Bummed). XM didn't become a free flow option until the interior color change that summer. Time to search for a DVD Nav, so I can swap my pewter face plate.
If you don't already have XM, the mod on the FAQ won't work, since you need to splice into wires that obviously won't be there.