Yes the antenna does improve reception when compared to the rubber duck aerial which came with the scanner.
I bought it from Tandy's. Its called Sky Scan Telescopic Aerial. Unfortunately I haven't been able to find any pictures online to show you. So, I took a picture of mine with my digital camera to show you.
It is a nine section telescopic aerial that stretches out to about 65cm in length. Remember VHF reception depends on the 'line of sight' rule. The higher you are the better reception. For example with this aerial if I was to go to my attic I could listen to Heathrow Approach clearly. I live near BHX.
For a mobile antenna it is not bad at all given the cost.