AM Antennas
You didn't mention what you were using for a receiver. If it has an external antenna connection as is common on communications ("shortwave") receivers, it's an easy deal. If your radio has nothing but a built-in loop or ferrite antenna, things are a bit more difficult.
You can string out an outdoor long wire antenna and connect it to a receiver. If your has only a built-in antenna, the end of this outside antenna can be wrapped around the radio and will probably improve reception.
There are lots of different antennas that you can make that are especially suited for standard broadcast-band AM reception. Two that come to mind are the Beverage antenna, a long-wire, outside antenna that takes up a lot of length and a loop antenna, which has the advantages of being small with the ability to rotate to null out interferring stations and peak up the desired station. Try a Google search for both of these antenna types.
Anytime you build an outdoor antenna, it is of the greatest importance to be sure that it is protected against lightning. You should always install a lightning arrestor on the antenna and disconnect the antenna from your receiver when not in use or when storms threaten.
Dean