brns2, I don't mean to be rude but I hope you are rethinking your first post.
I think i am quite an advanced user of these GPSs
The OBS button disables auto sequencing and also allows you to select a desired track to the waypoint (as opposed to point to point navigation).
When you push the OBS button the unit will look to whatever HSI it is wired to for the selected course. If the HSI course is not wired to the unit, or if the HSI mode is set to VLOC instead of GPS, the unit does not know what track you want and pops up that input box.
So if your HSI is in GPS mode (above the CDI button it says GPS not VLOC) then you either have a substandard installation or a wiring problem. During the startup test page where you check to make sure all flags are off; CDI needle is half dot left; etc, check that the OBS field (second from the bottom on the 530) matches what your course needle on your HSI is set to.
If this is not working properly you will need to speak to your avionics maintenance provider.