You might try an experiment - try wrapping the GPS Rx in cooking foil leaving just the antenna area clear (and perhaps part of the diaplay and controls needed to check it's working). If this extra shielding works then it demonstrates that the interferrence isn't getting into the GPS via the antenna.
If this does work you may be able to take the GPS Rx apart and spray the inside of the case with conducting paint (available from electronic distributors like RS Components). However this stuff is messy and it's prone to flaking on some plastics if it gets humid- with dire consequences if it then floats about inside the electronics).
Probably best to try and get another GPS system on sale or return.