I don't own an AM21, but as I understand it it hooks up as follows: The power supply from the wall goes to the AM21. There is then a cable that goes from the AM21 to HR21 to supply power to it. There is also a USB cable which goes from the AM21 to HR21. Then, you will need an antenna of some sort connected to the AM21 by coax cable.
If you are near the transmitting towers in Savannah you will possibly need only a small interior antenna, which might even be able to be put in a cabinet or wall unit with your equipment, if that's what you use. You could almost certainly get good reception with an attic mounted antenna, running the coax to the AM21, or you might need an outdoor antenna. More info on an antenna that's right for you can be obtained in the Savannah, GA thread in the local info and reception section.