Now I hope you have a 8530, because only that one has a GPS chip. Options > About if you can't tell.
Unless you o have a 8310 and posted on the wrong board by accident. In this case, it might be either your carrier locked the GPS or your plan does not incluse GPS services. If I remember correctly, if you go to Options and type test you can try to fix the issue.
Options / Status / and type test. You won't see the letters on the screen, but you'll be prompted to run the internal self-test. One module tests the GPS.
The 8520 doesn't have a GPS receiver, so you won't have a test for it. Google Maps is calculating your approximate location based on the cell tower you are using, it can do that without a GPS receiver. Apps which require an actual GPS signal won't work. The only solution is to get a different BlackBerry, or buy an external GPS receiver that connects via bluetooth. There are models available in the CrackBerry store.
Posted from my CrackBerry at wapforums.crackberry.com