k, so lets focus on the devices one at a time. The GPS is probably the easiest.
Which Haicom device are we talking about? ref:
http://www.haicom.com.tw/product.aspx
Does the GPS show up as a COM port? When you say you can get to it from Windows, what app are you using? If you launch that app from within CF (i.e., add it as an application, don't minimize CF and launch it), does it see the module? What happens if you _do_ minimize CF and launch the app? Does it see it then?