Nokia E71 GPS doesn't lock to satellites?

I have a Nokia E71 which has a GPS Navigation App. I haven't yet managed to get the phone to lock to the GPS signal. On the satellite status screen it shows that it has received data from one or more satellites. Signal strength looks to be reasonable, but I've never gotten to the stage where the navigation starts working. It always appears to be starting for the first time.

Any tips or help on how to use this welcome.