A better radio will still not pick up signals that aren't there. You might
try a couple of other radios, just to see if the original one is
exceptionally weak, but don't expect miracles. FM demodulation is still
done the same way it always was, whether or not the local oscillator is
digital.

How about putting the radio at the window, and running an audio cable from
its earphone jack to a pair of powered computer speakers on your desk? I'm
guessing an audio cable is easier to set up than an antenna cable.