How can I improve the entertainment value of my story?

Simple: using the best way to start off ANY story. Don't start with exposition or setting; write a prologue detailing an exciting, mysterious part of your story first, and put what you wrote as Chapter 1. For instance, describe the most gruesome/daring part of the crime (but not any identifiable details about who committed it) in great detail for 1-3 pages. Once you get readers hooked in the beginning, they can deal with a significant amount of exposition in the following chapters until it "starts up" again.