The Galaxy S has quite reasonable GPS built in. My understanding is that to use an external GPS you have to install an app eg Bluetooth GPS. See these threads http://www.unix.com/android/144683-mini-review-samsung-galaxy-s-android-2-1-v-nokia-e63.html and http://code.google.com/p/android/issues/detail?id=9057. You'll have to scroll down through them.
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