Nokia after hearing a few bad things about the GPS performance on the N95 decided to include A-GPS support with its new V12 firmware. With the new A-GPS support your N95 will connect to the assistance server operated by Nokia which in return send back the up-to-date ephemeris data of the GPS constellation and help decrease the time it takes to get a satellite fix where GPS signals are poor even in places with no direct view of the sky.
Nokia N95 A-GPS available with new firmware -- NaviGadget