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You can find MDS in the Start menu. For most novice users, if you see a command prompt window with text whizzing around, it can be somewhat daunting. In this case it's totally fine. You should be able to start MDS without a restart, and within seconds it should start displaying vast amount of text which makes no real sense, and then appears to pause. This is normal.
Do not close down MDS, otherwise the device will lose connection to the Internet.
Please read the disclaimer! You can find this and more, including the explanation - as well as the pro's and con's of using spoofed geolocation on the ZDNet iGeneration blog.