This question is obviously very old, but I spent the last few hours figuring out the same issue and figured this might help someone else who is Googling this problem.
The problem for me was this:
In Modules, "Location Entity" should NOT be enabled. "Location CCK" (in the Fields section) should be.
Then, when modifying the Content Types, do NOT rely on the "Location" field that is there by default (machine name = locations). You have to add your own, additional Location field (field type = Location; widget = Location Field).
This solved the problem for me. I created a View (Page) for a Specific Content Type with Format = GMap and Data Source = Location.module.
Then it finally worked! Hope this helps.