Dan:
If you want to buy something, take a look at
http://www.ccrane.com/antennas/am-an...m-antenna.aspx
.. This is a ferrite loop antenna which would seem to fill your bill. If you
want something fancier, try Radios Plus at
http://dxtools.com/ .
If you want to do it all yourself, my suggestion would be to check out the
AM band clubs: the National Radio Club and the International Radio Club of
America. Both have articles about constructing loop antennas of various
styles.
Chuck