I work for a major GPS manufacturer (if you look at my location, it shouldn't be too hard to figure out) and what you're describing is standard operation for any GPS device out there. Basically, the device needs to get an initial positioning fix. Since this has obviously never been done before, it can take some time to get the initial fix. After that time, assuming that you haven't kept the GPS off for a long time or haven't traveled a long distance with the GPS off, the almanac data should allow the device to acquire sats rather quickly.