AM/FM Radio - Antennae

[PHOENIX]

I have the antennae in the wind shield.
The FM radio sounds fairly good most of the time.
The FM is not as loud as from the CD, but good enough.
The AM radio cuts in and out all the time.
Im in the city where I should easily get AM radio.
Everything seems to be connected well.
Is this common for in the windshield antennaes?
Do I need some sort of booster?
What do you guys think?

BTW my radio is a Panasonic CD player.
I used to never listen to the radio, I always listen to CD's.
But lately I have been listening to the radio more and more
and noticed the problem. Never noticed it before, but then
again I pretty much never listened to the radio (AM/FM).