A "regular" radio, such as the on found on most boomboxes, mini hi-fi components and cars, only has two types of radio reception: FM ("Frequency Modulation") and AM ("Amplitude Modulation").... usually the AM scale covers from 560 to 1,700 kHz.
There's Long Wave (150-280 KHz), Medium Wave (530-1700 KHz) and Short Wave (3-26 MHz). As you see, the so-called "AM scale" on the devices mentioned above is actually MW, Medium Wave.
So, a specifically designed SW radio will have a better reception and will be able to tune in much more of the spectrum - you can catch radio transmissions from all over the world with it...