Baloney. It can be done, but it's not easy. The city uses a modulation scheme that most consumer scanners can't handle very well. This wiki article has links that will help you understand this.
Baltimore city P25 - the RR Wiki
It's very dependent on where you are - if you're outside the city, chances are you're going to have some problems receiving it, since the coverage is pretty much concentrated in the city proper. If you read the city thread, this will become clear
HTH...Mike