Why antenna needs to be smaller in size with higher frequencies (EM waves)? please
Because antenna dimension is proportional to wavelength.
Wavelength = speed of light / frequency
Welcome to the PF.
This introductory article should also help: http://en.wikipedia.org/wiki/Antenna_(radio [Broken])
Actually, it's rather the other way round. The antenna for a high frequency (short wavelength) can be small. For low frequency, they need to be big.
When you want to launch an EM wave into space, you need to 'match' your transmitter to the antenna - in order to get the power out into space. The mechanism that causes power to be radiated (which is what the whole thing is about) ls the equivalent to a resistance for the transmitter to drive into. As the antenna gets to be a small fraction of a wavelength, this (radiation) resistance gets lower and lower - the limit being a short circuit. It is very difficult to put much power into an extremely low resistance because all the power gets dissipated in the transmitter and the connecting cable. Hence, to transmit Radio Signals at 198kHz (BBC Radio 4 Long Wave @ Droitwich) the transmitting antenna (the actual wires that radiate - not just the tower height) is a T shape with the vertical section about 100m high. Even with this massive structure, the antenna is not very efficient and a significant amount of power just warms up the metalwork and the ground nearby. For your Mobile phone, which uses wavelengths of much less than 1m, the antenna can be made to fit inside the case quite easily and is a pretty efficient design (for battery like).
To get good directivity, you need antennae that take up several (or even hundred) wavelengths. Hence the massive 'dishes' for radio astronomy.
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