Yeah, there's an app on AT&T Bolds called "XM Radio". Mine is in the Downloads folder. Although I believe you have to pay a monthly fee through AT&T even if you have an account with XM already.
So if you go to select radio dot com, they have a WM client where all stations are available, plus it has hundreds of other stations via ShoutCast, etc.
I cant believe that with the millions of BB users compared to WM, there is not a client for BB that allows you to enter in your XM credentails and voila, you have XM Radio on cell.