Isn't XM a tracker format? If so, I don't think there is a way to directly convert an aif or wav file to an tracker file. That would be like converting audio to MIDI, which is nearly impossible to do with any kind of accuracy.
I haven't used XM myself, but I'm pretty sure this is the case...
download modplug tracker, it's a fairly easier to use to make mod files.
If size is not an issue, there's is one dirty and half @$$ way to covert your wav to tracker format.. Just import the entire .wav song as an instrument and play it back inside the xm. If your client's engine support MOD that uses ogg compressed samples, you can compress your entire song in ogg format and import it as an instrument and play back in your mod format.