Does OziExplorerCE? work on a HW6510? Trials using version 1.12.3 DEMO.
First the Quick GPS settings need to be updated to allow for a faster satellite fix.
I had preprepared a map and uploaded a map to my 6515, and configured OziCE to read the map this was all the same as the previous iPaq model.
To convert maps to the ozfx3 format, a conversion utility called Img2Ozf is available. The ozfx3 is a special format developed for use in OziExplorerCE (details are in the Img2Ozf help document). The format allows paging of the image from disk and therefore requires little memory for image display.
See the Using Maps in CE page for more information. 
… now to connect to the built in GPS
Use comm port COM7, baud rate 57600, and Sentence = “GPRMC” one of the NMEA “sentences” output by the 6515 internal GPS. 
Note for HP iPaq 6515 :
Com7 for built in GPS
Com5 for bluetooth GPS
Com1 for serial GPS
How about a free GPS tool with no mapping? == VisualGPSce 
VisualGPSce is a simple NMEA logger for the Pocket PC 2002 platform. Its features include NMEA logging/playback, satellite signal quality, azimuth/elevation, analog gauges and simple position averaging.
Version 1.00.3 PocketPC 2002 & 2003