Note that the calibration is just for the compass functionality. Your GPS receiver should display your position properly regardless of the compass; some devices don't have a digital compass, like my phone, so the software simulates a compass based on your movement. I use a program called GPSTuner for off-road nav (on WM but its also available for Android, WinPhone and iPhone) and it adds a "Sun" reference on the compass as well -- so even without a solid GPS fix and/or digital compass, you can still get a general bearing with time/date (and your general geographic location) alone.
