Pravus,
I'm no expert on this, but it sounds like you have a conflict somewhere. I pulled my hair out trying to reslove my issue until I changed COM ports. I was able to detect the MSN receiver on COM13, but it wouldn't find the GPS. Also, I couldn't even get it to find the GPS alone.
Try a different COM port AND, if you have an internal modem, try to disable that. Disabling the modem seemed to cure all my problems.
Have you read all the posts in this topic? Hit some of the links provided by these guys, especially the Microsoft ones.
Good luck and let us know...
tr