Well, the GPS antenna needs to have line-of-sight access to the sky. Sometimes in urban enviornments the buildings block the signal. The solution could be to buy an external antenna for your GPS, or to push the existing antenna to the edge of the dashboard where the window meets the dash...giving the unit a clear view of the sky.
You could switch to cell phone based GPS units, which use both cell towers and GPS satelites to get location data. I use telenav on my blackberry, and it works great.