They're yanking your leg. The power cable which came with the radio is fine. However, if you extend it, that's a different animal, and you'll have to use appropriate wiring. Go to my web site, and look under Wiring. There is a formula and a web based calculator to figure cable loss.
You didn't state what the antenna was, and you didn't state what kind of "bad" signal reports you were getting. To help you with that, I'd need more information.