I don't have an answer for you (sorry!), but I have complained about this issue a couple times before without resolution. Here's a bump for more info!

BTW, which gps do you use? I have a holux m1000. Maybe it's related to the particular GPS model / range of models?

Yeah, I'm seeing a lot of similar laments elsewhere. It looks like my solution is to turn off the auto-off on idle and use a screenlocking program (currently playing with deltalock). I'm using two GPS units... a Pharos iGPS-500 in a bluetooth dock, based on the sirfstar III, and an i.trek m5+, based on MTK chipset.