I'm sure you've probably already done this, but please check under Menu > Settings > Location & Security that the box next to "Use GPS Satellites" is checked/active.
:welcome: to the Droid Forums. If you did as AnneDroid suggested and it still can't find you go outside with it for a few seconds. Sometimes it has problems reading indoors. I know in certain parts of my house it works great, in others not so great.