I had an 09 as well, it depends on your build date but from what you are describing this is what you have to do:
That empty space for a box behind the seat is for the sirius module. You need to either buy one new or a compatible one used (recommended). You then need to configure the MOST bus cables behind the Driver's-side backseat armrest. There is a nice DIY for this on e90post. Finally you need to go to the dealer and program the car to accept the new module (btwn 1 -3 hrs labor). This is what I had to do to get mine working. I had a 3/2009 build date. The later models (2010) only required a code to unlock it because it was built into the radio.
I ended up paying 250 for a used xm module, I installed it myself and I paid 100 bucks to have it programmed at the dealer. I paid 1 hr labor because i have a friend at the dealer. Otherwise everywhere else was trying to charge me 3 hours even though I had the bmw install pdf saying it was 1 hrs labor to install and program. Dealers are crooks.
If you drop off the car at the dealer and tell them to do everything, the dealer charges 1300 for the receiver, fan, and bracket.. and ~300 for install and coding.