That's what I do as well. We live in a dorm-like apartment on a college
campus due to my wife's university job (moving out soon, thankfully). I
can get decent reception on my Satellit 800, but sometimes it's
pointless, what with all the RF noise. Going outside on a nice day
yields excellent results. My Grundig YB-400PE excells in the outdoors.
Nice to be able to walk about a block away to a nearby hill, and listen
to Radio Netherlands or whatever and enjoy it _noise free!_

That said, if you are intent on listening inside, some kind of antenna
is in order. A wire hung outside would be best, but I know that isn't
always possible with modern dorm windows (which are often essentially
unremovable). I would recommend trying a loop antenna like the AN-LP1,
which can yield good results in a noisy environment, because you can
turn the loop to null out the noise.