95 sse compass not working

since new the compass did not work, I press the button to calibrate and after it is finishes, it looks like it will work, but when the car starts moving, the arrow doesnt move and the I get the calibrate again!!
Any ideas??

This is how it should work:
Hold down the compass button until a number appears. This is the zone setting that adjusts magnetic north to true north. Release and push the button until you have the correct zone. Zone information is in your owners manual. Once you have the correct zone wait for the mirror to change to the previous display (compass direction or "C" ). Then hold the compass button again until "C" appears (hold past the zone setting). Once "C" appears, drive the car in circles at 5-10mph until a direction appears (usually not more than 3 circles). Your Done.

Thank you!!
I will give it a try!!

I have the same problem with my 94 SSEi compass, it will not give me a C to calibrate it, also, the under the lamp monitor it shows my tail lights being burned out, but they are not. Any thoughts? Lamp Control Module?