I'm pretty sure I read somewhere on this board that the symptoms you're describing are due to the IP-BUS cable being in the wrong port on the HD Radio Module. Control without Audio...
You will also want to get that antenna splitter so you're MSN Direct will work. I can never get AM on my HD module either, so I use the AM tuner on the F900 for AM.
I got my Antenna Splitter from Crutchfield for $5-ish. It's a Metra part.
Good luck with the HD Radio, I received a replacement today because mine would go into this mode where there was 100% static on every channel: Analog & Digi
