Yeah I had some problems too when I first ran it. I don't know why this happens.

On the map, you need to select the correct location near you.

If you go to the systray you can also change the settings (enable or disable a-gps).

I click on the GPS icon, location, then 'search' (or 'refresh') and with an active connection it works. You'll immediately have 10 till 12 satelites in view. That does not mean they are in use tho.