As pb_lonny said, you can use an external antenna or even a BETTER handheld antenna. Knowing where you are and what frequencies you want to listen to would help.
Doing something as simple as buying a $30+ Radio Shack magnetic mount antenna and attaching it to the top of a metal filing cabinet could dramatically increase your reception. If you are able to put up an external antenna or an antenna in your attic, that would be even better. You just need to pick the correct antenna (make sure it covers the band(s) that you want to monitor). You just need to make sure that the coax terminates to a BNC connector.
That's about it. If you would care to share more about your location, frequencies and home layout, you can probably get some more precise input.