Long before they were competing shock jocks on opposition satellite radio networks, XM's Opie and Anthony and Sirius' Howard Stern worked for the same radio company in New York. And it wasn't much fun, Opie and Anthony say during an interview airing at 9 tonight on the Fox News Channel's Hannity & Colmes. ''The guy made our lives miserable when we worked for Infinity Broadcasting,'' Anthony says. ``He put a gag order on us so we couldn't talk about him. He didn't like somebody else being successful in his city, in New York. His home base. [Even though] we were...