The box marked DVD is the nav computer and the antenna connection is the small plug on the back of it. Make sure your antenna is plugged into the MKIV. New GPS antennas are cheap on ebay. As kiwi said, the GPS receiver is a little card with the antenna plug on one end of it which sticks out of the back of the MKIV. It is mounted inside of the MKIV. I will post a picture of one from ebay so you will know what it looks like. Do double check your antenna! Look for BMW GPS antenna on ebay to see what one looks like.

Here is an ebay picture of a Trimble GPS receiver card that goes in the MKIV. The antenna pucks are usually sold separately and have long cables.
BMW TRIMBLE GPS MODULE LASSEN SK-II WITH ANTENNA:eBay Motors (item 390065687518 end time Aug-05-09 17:29:31 PDT)

thnx but it was a plug that didn`t work.I bypassed it and now it is working again. Simple :cool:

There was a plug in between the antenna and the receiver that didn`t work or only partial.

How did you bypass it?

My E53 has the same symptoms (resetting nav -> now it lists all satellite coordinates as being '0' even though it says it can 'see' all 8...).