Right i dont know if this has been mentioned before, i never found it when i searched the forums so im either going to look like a muppet or a genius here
Firstly load up Nokia maps
Options > Find Place (select your destination)
then select "Route to"
Then choose where your travelling from (usually GPS Position to get you location)
Options > Show Route
(this will bring up the directions)
Options > Start Simulation
Right now this will start a simulated navigation with the voice etc.
You can use this to direct you in your travels. Most likely you will either go ahead of the simulation or behind it (due to traffic etc) but if you do then all you need to do is just start it again!
This has worked for me before when i got lost trying to find a place
Enjoy!