This looks like the very small aerial/antenna connector plug used in Sony DAB/FM radios and probably in others too. Having problems with DAB and sometimes FM radio reception with these aerials is very common. Molex manufactures them in this size as the OP in this useful post on digital spy forums verifies The post shows how the connections work. Also here is a link to an informative radio and TV aerials site.
Essentially you need to connect the black wire in your plug to the centre wire of a 75 ohm co-axial cable either directly or via a co-ax connector. You can then attach to a basic FM aerial (half-wave dipole) for decent reception on FM & DAB, or to a DAB folded dipole for better DAB but worse FM. These aerials are best positioned vertically as described in the 2nd link.
Hope this is useful for some folks. It took me a while to get the bottom of the DAB reception problems we have here.