xander, while most any antenna will 'capture DX', there is a great deal more to the story besides just choosing the antenna. You must understand something about propagation, and what happens to a HF signal as it bends traveling in and out of the ionosphere. With that information, you should then investigate what type of antenna you want to use.
Too, keep in mind that a dipole is resonant at the frequency for which it is cut, and odd multiples thereafter. In other words, a 40m dipole will work quite well on 15, but not quite so well on 20. For transmitting, this is an important consideration. Receiving, you might well get by, but you should realize that the antenna pattern changes the further away you go from its designed frequency. This is the general point zz was trying to make, I think.
There are several questions that you should be asking yourself;
a. Just how much space do you have?
b. indoors or outdoors?
c. bands of interest (MW, 1.8-30 mhz, or both?)
d. What kind of receiver?
e. listening interests?
With these questions, you can begin to formulate a plan of attack. Our wiki has links for HF antennas and propagation (the latter in our 'special topics' area on the right, down toward the bottom). Use them to do some research, as both topics are critical to understanding when and how to 'hear DX'
73s Mike