Kenwood makes a switch. I think it's the s210a, and I have it in my car. It's Kenwood's (logical) decision to put 1 port on the back of their decks. Also, remember that Kenwoods are (technically) sirius (not XM) ready - and the sirius tuner has passthrough for the Keg or a CD changer.
You're using XM - I guess with the orange and black Terk adapter? That doesn't have pass-through, which is Terk, not Kenwood's, fault.
Get the switch and you'll be a happy man. I have the Keg, iPod Adapter, Sirius, and XM in my car (though I go back and forth between Sirius and XM as to never pay for both at the same time).