You need to check (if you are using a factory installed antenna) that the antenna is a powered one. A significant number of OEM antennas these days require and active signal booster, which needs a feed voltage. This is mainly for styling reasons, ie. they are kept short, which means they have poor s/n and have to be wound to get the wavelength sensitivity right. Hence, signal amp on the base of the antenna.

The empeg doesn't have an antenna feed, so you will need to provide this yourself. Tony wrote an excellent FAQ answer on this somewhere. It seems to be the most frequent cause of bad FM reception.