In many cases, the satellite signal won't penetrate walls and ceilings. It depends on the construction of your house... To make things even more awkward, the satellites move across the sky. They aren't fixed in one position. So just being near a window won't always work... If it does, it will probably only work during certain times of the day.
You usually need a clear view of the whole sky to get a decent signal all the time. This requires putting the antenna outside.
I would put batteries in the boombox and take it outside where you have a clear view of the sky. If it works, then it is your house that's blocking the signals.. If it doesn't work outside, then you might have a faulty antenna.