>>351
Build a better antenna, the stock antenna is absolute shit.
>>354
The connector is MCX (if small) if large it is Belling-Lee, commonly known as "PAL".
The stick in op's picture has a MCX connector.
I would suggest getting a few MCX to F, MCX to BNC and MCX to SMA adapter cables on ebay. The cables are usually called "pigtails". And cables instead of adapters because the cables place less strain on the fragile connector.
You can find tons of antenna designs from here: http://www.dxzone.com/catalog/Antennas/
Next you have to start thinking about what you want to listen to. around 150Mhz (VHF) you can find commercial users and marine (155MHz) 118-135MHz has airplanes, 136MHz has weather satellites like NOAA, 144-148;Hz has radio amateurs, 27MHz has CB operators, over 450MHz has commercial users and under it is more hams. depending on the country 800MHz has either public service, cellphones, data, or licence free stuff.
What you can hear and where depends on your country.
After deciding on what you want to listen, you either buy or make an antenna for receiving it.