As Tapeworm said, the headphone cord is the aerial. Try straightening it out.
But I’ve never been impressed with the Fuze’s FM tuner even in good conditions.
You might try Googling “pocket FM radio.” Seem to be a lot of them around for under $20–even real brands like Panasonic and Sony–and you could get one instead of trying to make the Fuze do this. But one thing—make sure the headphone output from the pocket radio is stereo, not mono. Looks like the cheapest ones are mono. .
