Update...some info to save someone a headache
-popcorn I wasn't in the mood to tear into my dash so I stopped into a local audio shop and said "stick one of those adapter thingys in my truck" ((that's my technical jargan)) They said yes sir & I am oh so glad I had them do it. I left the shop thinking all was good & hit the AUX button, still all good (for about 2 minutes) Then the radio jumped back into FM mode. I tried again, same thing, back to FM. Called the shop and they said they never had that happen, please bring it back. I'm already down the highway at this point so I bring it back about 6 hours later. They jump on it right away and get tech support for the manufacturer on the phone.
It turns out there is a chip inside the PIE that has all the latest software on it. The one I bought was sitting on the shelf for a few months and had the outdated software on the chip & was not compatible with my truck. Even though the packaging said 06 F-350, there was some change that has happened on the truck recently. So the manufacturer is sending a new chip for the PIE to arrive on Monday.
This is the cool part; I'm leaving on vacation Thursday (today is Wed) and they were aware of this so without any bitching from me they offer to install a FM modulator so I don't go postal listening to the Sirius through the FM tuner for 2000 miles. After my trip I'll stop back by the shop and they'll reinstall the PIE with the correct software and take out the modulator.
So I paid $150 (install included) for a $100 part that would have taken me half a day to figure out and ship back to whoever. I think it was worth every penny.
Just thought I should post in case someone else ran into the same issue, WOW this is the longest message I've ever typed!!!!!