I downloaded a GPS App called GPS Status, and it has a compass on it. It told me that my internal compass needed calibration and to go to the FAQ to find out how to do it. I went there, and it said to "rotate my phone 1-2 times on each of it's 3 axis"...
For the life of me, I can only think of 2 axis... Rotating it sideways and rotating it end over end.. I tried that several times and it wasn't working. I kept trying that, and now it doesn't tell me that anymore, and the compas is CLOSE, but NOT fully accurate- even outside and not around any metal objects. I've kind of given up, but:
1) It woudl be nice to find out how to get it fully accurate, and
2) it would be nice to know what the heck the 3rd axis is that this app's author is referring to.
Sooo.. to answer your question:
Yes, I seem to have compass calibration issues as well, and hopefully my tip about rotating the phone on the axis' will help you get closer to accurate.