I forget exactly, but if you tap the map screen there is something like "show position information" I bet you 5p that when you select it it will say ---------,---------- rather than give co-ordinates.
The connect is rubbish really, something goes wrong that reduces the sensitivity of the GPS receiver and it doesn't know where it is.
You can call up the service menu
Hold down the menu button, twizzle the right hand knob anti-clockwise, clockwise and anti-clockwise again.
EDIT: select system then select running system information
Then scroll down until you see this
If it says NO_FIX and satellites tracked is less than 4 then I'm right. (you need 3 satellites for a position fix in 3d, assuming you have a full World map, otherwise 4 have a single point solution)
Without a fix, it uses the speed pulses to calculate how far it has gone, and somehow gets a compass direction, so it estimates where it is on the map based on its last GPS fix, which is handy in a tunnel, but you don't realise until the error build up and you are literally miles from where the map shows.
A fix is to buy a GPS puck - the one with a blue plug, glue a piece of steel to the dash top and stick it on, then when the GPS is all confused, open the window and stick it to the roof until it gets the idea- which is what I do, and there was someone else on here who had to do the same..
Oh, mine thinks I live in France or something, as the GPS clock is always an hour fast, I've tried the daylight saving option and it makes it worse.