FM Reception question, please

I have a Pioneer TX 9500 II tuner and have it hooked up to that antenna that is a wire shaped like a "T". Reception is farly good but I thought that I could improve it with an indoor antenna designed specifically for FM. Needless to say, I bought the top of the line Terk amplified indoor antenna and found that my signal was roughly half as good as copared to the wire. I tried alternate positioning and different gain settings to no avail. What gives? Do I have to go to an outdoor antenna to get better reception? Thanks for your interest.