Not a whole heck of a lot you can do, if the station you wish to tune into is far away and/or has a weak transmitter. It's remotely possible your antenna is not properly connected to the back of the head unit. Is your problem all stations, or just a select few?
Between the overabundance of commercials and the fact that the 1 or 2 stations I do want to listen to are pretty much out of range anyway, I bring my own music along, either MP3 CD's I've made, or more likley one of my digital music players via the AUX port