Nokia N95 features a built in GPS. The built in maps application does not come with maps pre-installed. It uses your wifi connection to downloads maps for the location you are at. I find that amazingly slow and painful .. even with the DSL connection.
Recently, I’ve found a simple, easy to use application that Nokia provides. Its called “Nokia MapLoader”. You can select the Continent/Country/State and then download the maps directly from your PC onto the MMC/SD/MiniSD card. Put the card back in and you are all set.
Nokia maploader is free to download and use. You can get it here.