The problem is that a turntable's volume output is naturally very low...you need something called a "phono pre-amp" assuming your receiver doesn't have one. They're usually only found on high end receivers or audiophile type stereo receivers nowadays. Older stereo receivers usually have them, though.
You can buy an "outboard" one to connect your turntable to, and then send the signal to your reciever. This would be an example of one (I can't vouch for it though): http://www.zzounds.com/item--ARTDJPREII
Hope this helps. Listening to old records on a nice stereo can be pretty rewarding. Heck, new vinyl records are still released all the time, too. A lot of specialty music shops carry them.