There appears to be no F-type connector on the unit. (Which doesn't surprise me; I've never seen one on any micro hi-fi unit).
You need a balun transformer to match the aerial to the receiver. Chop the F-type connector off and replace it with a standard (TV-type) co-axial plug:
http://www.maplin.co.uk/high-quality-coax-plug-1606
(Cheaper in 'pound shops', etc!)
Plug that into a balun:
http://www.maplin.co.uk/balun-300-75andohm-5145
Trim the aerial lead from the micro hi-fi and connect it to the balun's terminals.
Chris