An indoor FM antenna...for cave man??

I work in an office environment within a manufacturing plant; think block walls within block walls inside another set of block walls. Yes, during bad weather, I stay put. Needless to say, any kind of radio reception is poor. An outdoor antenna is out of the question, as is listening to internet radio. How can I improve my radio reception so that I can listen to my classical and jazz at the office?

I was using a small Sony all-in-one box but the reception was terrible, I finally took it home and put it in my daughter's room. I should probably point out that I was using the external antenna which was supplied with the box. Now, I'll probably bring my Denon TU-550 to the office. I don't have an integrated yet for my office but I'm hoping to find something like a NAD 3020a.

An electrical engineer once tried to convince me that I should connect my antenna to an outlet. His claim was that the electrical wiring was essentially a big loop and would act as an antenna. While I was never in his office to listen to his radio, he stated that was how he hooked up his radio. Any experts out there that could comment as to whether this would work or not?

Any other options I should consider that might work in my circumstances?

Thanks in advance for your consideration and comments.