7express-I just checked out the PRO-404 at the Radio Shack website.
Before you go investing in an antenna, may I suggest that you sit down with the instruction manual and familiarize yourself with the operation of the unit? I suspect that by relying on the preprogrammed bands you're picking up a lot of noise or intermodulation.
I have an old BC-350A that I use for a mobile unit that has those same police/emergency/marine/air band selection buttons. A big problem with relying on these is that it simply opens up the scanner to searching through a designated frequency band. While this
may work in some areas, it also greatly increases your chances of picking up stray noise, interference or intermodulation, especially if you're in a populated area.
(For example, I am less than 10 miles from the Potomac River and enjoy listening to marine traffic on the Potomac and the Chesapeake Bay. The "Marine" band on the BC350A picks up a lot of noise and due to my proximity, about 30 miles southeast of Washington, DC, there are lots of stray or harmonic frequencies that constantly cause the scanner to lock up on "noise".)
While I'm not familiar with Connecticut, I'd suggest that you find some local frequenices and program them into a private bank and scan that exclusively until you become more familiar with the unit's operation.
You might try a "Google" search or go back to the Radio Shack where you purchased the unit and see if they have a frequency list for your area.
While you've already purchased a scanner, some of the information at this site may prove useful:
http://radio-scanner-guide.com/