Turn off Network Positioning, set internet connections to "always ask".

It'll take longer to get a gps lock, and clear outside view of the sky is absolutely required.

If by "GPS" you actually don't mean GPS, but mean Maps, then Ovi Maps comes preloaded with Maps for your country and doesn't need internet connection for that. Ovi Maps turns off the GPS if it doesn't get lock in 30 secs, so that makes it a bit useless without data connection.