Get a radio with a removable antenna.  We have a combo FRS/Weather radio and when I plug the coax cable from the TV antenna into the radio (with the antenna amp on) I can get reception in a campground in a deep gourge in N.C. where nothing ever works.  I guess if the radio had a non removable antenna, you could use a lead from Radio Shack with two small clips and hook from the coax center conducter to the radios antenna.