Alpine CDA-9857, XM and Aux-In Possible?

I have the following setup:

CDA-9857 (Ai-NET Connector) ---> XM Direct XMDALP100 (pass through Ai-NET Connector) --> KCA-121B RCA Interface --> DVD Player

I have set the AUX-IN mode on the CDA-9857 to ON but I am not able to get a signal from the DVD Player.  Is this setup just not possible, i.e., is the pass through on the XMDALP 100 not recognized by the CDA-9857?  I assume if that is the case then I would need to insert a KCA-410C Link Terminal in line before the XMDALP100. 

Any  thoughts on the setup and whether a 410C would be required to have both XM and Aux-In would be appreciated (I hope a 410C ($$$$) is not necessary!!).

Thanks as always.