Uh, unless it's different on the desire for some weird reason -
Set GPS on.
Open Maps app.
Hit Menu, touch Directions.
Change staring location if necessary, or leave as My Location.
Put in desired End Point.
Pick Car, Bus, Bike, Foot.
Touch Go.
You can also use Google Navigation to get turn-by-turn directions.
I don't know if I've ever gotten the 'No Route' error except when messing around (eg, walking directions to Australia or something), but I imagine it might be the result of picking the wrong 'travel type' (car, foot, etc), or trying to go somewhere without road access, or someplace Google hasn't mapped yet.
If you provide some more info, you might get better/more specific advice - does your GPS work OK? Does the Map app work fine otherwise? Does it show your current position correctly? Where are you trying to go? Has it EVER worked correctly? Things like that.
-HD