I have found a thread in the Desire section that have solved this problem.
Now my gps takes about 15-30 sec to fis the satellite.
This fix is only for European users and need to have root privilege.
You have to edit the file gps.conf located at /system/etc. I have used root explorer to edit the file.
You have to change the server like this:
For me it is working fine. I hope it is the same for you.
Sorry for my English.