Outside of the bit of pique, what the Natural Philosopher said is correct. You have to amplify the radio-frequency signal at the antennae, filter out the signals you aren't interested in, and demodulate the resulting FM signal before you can do much digital processing. What you have to do to get a useable signal to your PIC is three-fold?. : )
The first part, the amplifer/filter, is called the "front end" of the receiver. You need a very low noise transistor(s) to do the amplification, since all semiconductors (resistors too) generate some background noise all by themselves. Once the signal is boosted to a higher level, the filtering can be done in a lot of ways- passive and active filters, and various combinations of both. The demodulation process can be done many ways too- phase locked loops, digital filters, etc. Each has it's advantages. Regardless, you're pretty much locked into having to use a few passive components.
For your project I would think one of National Semiconductor's FM IC's would fit the bill. Cheap, small, and light. Get their IC application book and take a look at some of their sample schematics. Just keep in mind that RF receiver/amplifier design is a complex project, and things like temperature drift, noise, and shielding come into play- things that aren't always in the digital designers toolbox.
One idea to initially circumvent some of these difficulties would be to get hold of an RC receiver and schematic and using a scope, find the decoded signal point. Wire from there to your PIC. Then you can program your digital processing with a known good signal. Once you've got your code working, you can delve into the design of your front end. It's tough to de-bug both components of a prototype analog and digital system at the same time, as you'll have a lot of interdependent variables to sort out.
I applaud your curiosity, and even if the result isn't as good as a multi-million dollar corporation's offerings, you'll have gained a wealth of practical knowledge, and the personal satisfaction of having done something not many of us can do!
Good Luck, John