Sometimes yes, other times no.
There are several things that can mess things up ... many of which have been mentioned. I had a Jag S-Type with a built in GPS. The Antenna was mounted behind the rear view mirror, and if you looked carefully, the film on the glass was not on the area directly around the antenna.
If you dont have an antenna, get one if you can.
Position in relationship to other electronics can also be an issue. Do you have a CB, Police Radar detector or other strong signal generator in your vehicle ... that could explain why sometimes it does not work outside the vehicle. If so, target your research around RF interference.
Do you have a Graphic Equalizer/Booster, pre-Amp, Amp, oversized Bass, or other strong entertainment system ... if so, look into EM interference. Do you get a hum in your speakers?
Then there is plain old/sloppy wiring ... did someone inadvertantly turn your entire chassis into an antenna by fishing a wire someplace and abrading the conduit so that the wire touches your chassis.
Do a little research along these lines and then call tech support ... they should be able to get things resolved once you have narrowed down the problem.