What scanner are you using? If you're scanning digital only, the squelch won't open even at the lowest setting. If your scanning analog frequencies, then it should open if adjusted low enough, and if CTCSS is not in use.
Trunked systems will also not open the squelch. Try it on an unused NOAA frequency. Usually, a squelch setting of 2 is enough to close squelch but still be sensitive enough.