It is very easy to create a simple 1/2 wave dipole, all you need is some lengths of wire such as the core of some mains flex or even a straightened out metal coat hanger, some co-ax cable and a connector for your scanners antenna input (usually BNC or SMA).
The formula to calculate the length of the antenna is 147/frequency in MHz, this gives the total length of the dipole in metres. For example, to make a 150MHz dipole: 147/150 = 98cm so each element of the dipole should be 49cm
Connect one end of each cut wire to one side of a piece of choc block and to the other sides connect the core and shield of a length of 75 ohm co-ax. Put a suitable connector for your scanner onto the other end of the co-ax and hang the antenna in a suitable position with the element that is connected to the center core of the co-ax pointing upwards.
The balanced 75 ohm impedance of a dipole should really be matched to the unbalanced impedance of the co-ax using a balun but this is not as important for receiving only as it would be for transmitting. The mismatch will degrade the performance a little as it will reduce the overall sensitivity and possibly allow the co-ax feeder to act as an antenna and pick up some noise generated from within the building (eg. computers).