If you are receiving any radio at all, you have the antenna connected. The quality of the connection is uncertain. One problem could be that you may not be getting a good shield connection. Make sure there is connectivity in both the core and the shield using a multimeter from the end that goes into the G4 to the antenna itself. Another thing that would affect AM much more than FM is interference from electronics or a ground loop. The electronics in the G4 or your car may render your AM radio pretty useless and there is not much you can do about that. If it's a ground loop, you can get a filter at a stereo shop or Radio Shack to try.
You might try contacting a piece of long wire to the G4 antenna adapter without the car on, if you can power the G4 without the ignition turned on. Do it out of the garage and a bit away from the house. Grab a hand held AM radio and try it next to the G4 with the same antenna, if possible. You could also hook the AM radio to your car antenna, or move it around the car to find the interference problem.
As far as the male/female question, you should have learned this at a very early age. If it has a middle member, it's a male, if not it's a female.
Hope you get it working!