In addition to the few screenshots I've posted, at least a couple of tutorial videos are found in the web. These show you how to connect ExtGPS and Nokia N770/N800/N810 devices:

Nokia Users: ExtGPS - Internal GPS Sharing for S60v3

The Mobile Gadgeteer: Use your Nokia N95 as a Bluetooth GPS receiver and modem for your N800

Guys, thanks for posting! I've always thought that the software is famous enough when it gets into Youtube...