new radio problem

The FM on my radio broke (96 SL) so I replaced it with a new Panasonic AM/FM CD player. I bought an antenna adapter and a wiring harness to connect the new radio to the old wire harness. The problem is I can' get any AM stations and only local NJ FM stations. The closer I drive to New York City, the more FM stations I can get. I took out the radio and reconnected all the wires several times but still no luck. Could it be a bad antenna connector? I bought mine at Circuit City and I know its the correct one for my Saturn.

actully it's not anything of them on my 96 sl2 i don't even listen to the radio cause of the reception sucked. it sucked when i had the factory radio in there too so if you are into radio not cd's then i suggest getting satlite radio but maybe if you go to radio shack and find something there that might give it better recepetion then that might be the way to go .