[PPCFreak]

do you use the quickgps to download the satelite info first?
Are you using the intermediate gps driver?

On the start screen, click on the signal bars (the gps signal bars). This should take you to the GPS setting screen.
Click on disable.
This will then show you different choices for the GPS source: Use BlueTooth, Use GPS Intermediate driver, Use Serial GPS.
Use Serial GPS is probably the default (COM4: COM4 I think).
Click on Use GPS Intermediate Driver
Then click Enable at the bottom left.
Then click done.

I am inside a building currently and don't get very good reception so can't really test this right now.

Hope that helps.