The "progress bar" is a rough indication of the signal strength that you currently have. A full bar means you have plenty of signal. A half-bar means you may or may not have enough signal to acquire a fix (depending on your receiver). If it doesn't make it past the "Establishing GPS fix" progress bar, though, then your receiver is not indicating to Maemo Mapper that it has a valid fix. It may still provide lat/lon information (and Maemo Mapper will still use it), but it in that case it may be wildly off (so most receivers don't even bother guessing).

If you can never get a fix regardless of where you go, I would return the receiver and look for one with better sensitivity.