I'm assuming you know to use AM and not FM. The 108-137 Aircraft band uses AM, even though it's next to the FM broadcast band.
Have you set up a regular scanner to test and see if you're getting any signals? If you're close to an airport (say, less than 5 miles), you should be able to get a pretty clear ATIS signal as a test (it's a 24 hour recorded message that gives weather updates and airport conditions.)
If you don't have a scanner, I'd suggest picking up something, just so you can test properly. Even a cheap, older unit off of EBay should be enough to pick up local airport traffic.
Also, you should use an outdoor antenna. The simplest thing to do is just go down to your local Radio Shack and pick up an outdoor scanner antenna. I use a 20-032, 20-011, and 20-176 for various things. You don't really *need* anything fancy, though. An antenna is really just a piece of wire, when it comes down to it, and you can get a signal with a coat hangar, if it's the right length.
The center of the air band is about 122 MHz, so a 24" antenna is just about right for your needs. (The simplest antenna is a 1/4 wave. It doesn't require a balun or transformer, like a longer antenna would.)