GPS and GPRS are totally separate things. The N95 has a GPS receiver built in, just like a tomtom or something like that, which enables it to connect to the satellites, for free. Nothing to do with GPRS.
If you download the maps from your phone it will cost you because your using GPRS to connect the the internet and download them BUT you can also download them to your PC for free and put them on a memory card that way.
Once you've got it all installed you can subscribe to voice navigation which costs £5 a month,or you can just use on-screen navigation for free.