The sportster comes with a built in fm modulator. This will allow you to listen to your sat radio through an unused FM station.
Your other two options for playing would be a cassette adapter or direct connect.
The direct connect will require the existing radio to be pulled to get to the antenna plug at the back of the radio. This may not be an option or a practical one in a company owned vehicle.
The car mount antenna that came with the radio will work. Many drivers put the antenna on the dash or if the truck has a sun roof will route it up there, in either case leaving it inside the truck. The reason being is that the antenna wire is easily broken when trying to route it through a window or door opening. They also make mirror mounts to use with the mini magnetic antennas that come with sat radios. You can find these at some truck stop chains either in the truck stop electronics department or in a kiosk that sell sat radios/cell phones, etc.
BTW: As far as mounting the radio in the truck, the best thing I have found to use is the windshield mount bracket.
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