GPS works with satellites overhead. So when sky visibility is poor such as in tunnels or amongst tall buildings, they don't work very well. There are various solution to it such as dead reckoning but it needs speed and directional inputs from a gyroscope and usually installed in a car.

I don't have a BB but here is a solution I came across:

http://www8.garmin.com/mobile/blackberry/

If you know you will need a GPS I suggest a dedicated unit such as:

1. Garmin eMap
It is out of production but very cheap and still serviced by Garmin.

2. Garmin eTrex Venture/Legend/Vista Cx version
These are current products and can take Micro SD cards with almost unlimited map storage. The HCx version has higher GPS sensitivity and might do better in downtoen area.