That, and most GPS software takes the coordinates from your GPS chip, and maps it using your data connection to a map server. If you want to be independant of a data connection, you need to find GPS software that stores all of the map data locally on your SD card. Usually these are the types of software you have to actually pay for
(i.e. garmin, tom-tom, etc.) If you just want to see your coordinates, there's a bunch of free software that will do the trick. I have the Mogul, so I don't know if this works for you, but I open my dialer and press ##33284# and select GPS to see my coordinates.