I wouldn't worry about the Sony antenna. I think you have two options.
1) If you want the antenna to be on the radio like a regular FM radio. You can buy pretty much any wide band telescopic antenna and the correct adapter to connect it to your radio. I would suggest something like this (http://www.amazon.com/Super-Radio-Scanner-Telescopic-Antenna/dp/B004EJWC3G/ref=sr_1_2?ie=UTF8&qid=1464132501&sr=8-2&keywords=wide+band+telescopic+antenna) and the adapter to make it work which would be this (http://www.amazon.com/coaxial-adapter-female-PL-259-PL259/dp/B00CW5HZWM/ref=sr_1_1?ie=UTF8&qid=1464132607&sr=8-1&keywords=pl-259+to+bnc) Don't forget you can get adapters that make just about any connector type work, and many come in right-angle variations (for antennas that don't fold like the one I linked to.
2) The preferable options would be a long wire antenna. These are more cumbersome, but will work far better. You can Google around and make your own for next to nothing. You can also buy durable, commercial one. This one has received a lot of good reviews (http://www.lnrprecision.com/store/#!/EF-SWL-Shortwave/p/39885474/category=10468543) To use this antenna, you'd simple need a length of coax with PL-259 connectors on both ends like this (http://www.amazon.com/RadioShack%C2%AE-10-Ft-RG-8M-PL-259-Cable/dp/B00NB29WM6/ref=sr_1_26?ie=UTF8&qid=1464133049&sr=8-26&keywords=pl-259+long+wire+antenna). With a long wire antenna, you can run it around the top of your ceiling or floor if you're on a higher floor of a building. Also if you're on a higher floor, you can just drop it out the window and let hang.
Unless you're building is really bad for RF noise, you'll be able to hear stations for all over the world with a simple telescopic antenna.