The cruise control buttons and the radio buttons are two different things, my '05 sport had the cruise buttons, but not the radio ones, i had to put those in myself. It should work with the base radio tho. Here is a how-to on installing the radio control switches to a steering wheel that doesn't already have them:
http://jeepkj.com/forums/viewtopic.php?t=860
I found that i didn't need to buy a clockspring or bolt, so you may want to check that and part numbers for your '06 before you purchase any parts. The parts counter at a trusted dealership should be able to help you with that. The hardest part was getting the steering wheel off, getting access to a steering wheel puller wasn't easy.