I am new to the site but familiar with your issue and have been communicating with Jon Jambor at Kennedy Cell Set since the 06 and 07 and now the 08 Harmon Kardon systems won't work with the previous HD media system.
Kennedy now has available a couple of versions of a system for our yr models with some limitations as to what will work with what. It will provide for the Zumo plugged into the AUX jack and being able to receive and talk through your helmet headset plugged into the HD media system.
His info is Kennedy Tecknology Group, 316 776 1111 in Kansas.
www.cellset.com or email to Jon at Kennedy@cellset.com.
The choices are technical and it may be best to have him either explain or email what the functions would be on your bike.
Jon at J&M however has installed the HD cell phone interface system on his Ultra and is very complimentary about it's performance. I just located another individual with the system and he also is very pleased. Of course there is a cost issue vs the Zumo which willl provide several functions and you can take it with you. Your new SE will have the GPS system already installed I think, don't know about the XM Radio module being installed and just ready to be activated???
Good luck.