Tinkerbel,

Basically at first you will see it trying to detect your area, you will see a blue circle, then blue circle will become smaller then becomes a blue dot.
The thing with A-GPS is it uses the network signal first to detect your area location, and then narrow down which GPS satellite to communicate with. Without the network location, most application will try to detect the satellite based on the last used location. Theoretically you should not be far off from your last position. If that fails, then it will try to find others. So this takes time. I have seen the GPS signal taking up to 5 minutes to lock your location. This becomes worst if you are constantly using, and you have to be relatively outdoor.


The rest,
It is naive of Apple/Google to think that people will only be using GPS in their own country. I understand why they have to do that. They use on-demand map with cache instead of persistent map being stored in the phone. This has its advantages, especially when you are locating businesses and stuff that constantly change. And obviously no one is going to use data roaming, come back the bill will be like a million. But still, I rarely need to use GPS when I am at my home country. I use it a lot when I travel because you are most likely lost when you are traveling not when at home.

Secondly, Google map already have maps for KL. Since its using the supposedly same engine, I am not sure why they can't allow it in the iPhone. Pretty damn weird I say. Maybe I am missing out something.