You have probably fixed it by now but heres a reply anyway:
Which N95 do you have the silver standard one has a slightly lower performing GPS chip, the N95 8GB has a better performance one.
That being said i have used both and the standard one i have got a signal near a window before so that wont affect its use just though you should know give it a chance, but since your having problems so just go outside, if this is your first time then don't be surprised, it will take some time.