The DX is a good phone, but depending on the area you're in it might take a little while for it to connect to the GPS satellites and then download the directions for you. Even on my Razr Maxx it takes a couple minutes sometimes (and other times it's instant, again, it depends on the area you're in). Remember that the iPhone doesn't have the same type of navigation that Android has, it just uses 3G to get your location and then download directions. That means it might be faster but probably a little less accurate.
All in all, you should probably just relax and give it a minute or two to find your directions. It's a tiny computer that you're carrying around in your pocket that can browse the internet and give you directions so if it takes a couple minutes to do that, you might just have to deal. If you really can't cope you could try clearing the cache for the app (Settings>Apps>Maps>Clear Cache and Settings>Apps>Navigation>Clear Cache), or clearing the cache for the device.