Which version of Primo is it? 1.0,1.1,1.2 or 2.0 Did you install the GPSModDriver package? Is the hardware unavailable or are you just unable to get a satellite lock?
1.2 and 2.0 have problems with some PDA's GPS hardware, but on Windows Mobile several GPS applications can share the hardware through the intermediate driver, I've never seen the problem you describe.