@Danny,
You could download the TrackThing app from the App Store (free) and install it on your iPhone. Turn on Location Services, then start 'er up. TrackThing should be able to lock on to the GPS satellites and locate you. Once it acquires lock, it will display your co-ordinates (latitude, longitude, altitude), as well as speed, heading, and distance travelled. Unless your rig is moving, about the only non-zero readings will be lat and long. Maybe you'll see altitude changing with the tides. But at least you'll know the GPS receiver in your iPhone is working 🙂
You'll know you have GPS lock when the "GPS" label in the lower-right corner of the "Vitals" screen turns green. If it's red, you're not getting any GPS signals, and if it's orange, you have weak reception. I would imagine that in the middle of GOM, you'll get a solid green signal pretty quickly.
Do you have WiFi on the rig? If you do, and the iPhone is connected to it, and TrackThing doesn't find you, try turning WiFi off so the only means of location finding is from the satellites.
If you do have WiFi, once TrackThing has determined your location using GPS, it should display your location on its little map (the map info coming from Google Maps over the WiFi connection).
Stay safe - I can't imagine being on a rig in hurricane season.
Dave