Long story short, if you're using the Naza PMU v2 you should have the GPS plugged in to the dedicated GPS port on the PMU.
opposite the GPS port on the PMU is the lead which goes in to the EXP socket on the Naza.
Have you set a switch on the TX to activate GPS, ATTi & Failsafe?
When you go in to the assistant with the computer plugged in to the Naza and your TX on, does the U channel move left and right when the switch on your TX is toggled to.
On the U chennel, the left is GPS (can't be changed), middle is ATTI (can't be changed and the right is there you choose the third option with that little drop down box. Set that one to Failsafe.
Now, if you don't see the U channel move in the Naza assistant you simply haven't assigned a switch for that channel yet.
If it does move but you can't get the slider indicator to move all the way to the positions you want when the switch on your TX is toggled you need to adjust the end points or sub trims or both for that channel in your TX.
Have a look here about mid way down http://wiki.dji.com/en/index.php/Naza-M_Control_Mode_Switch
You'll need to look up the documentation for your controller to figure out exactly how that that is done.
Don't forget you'll also need to setup your TX to make the Naza go in to Failsafe if the TX is turned off, runs out of battery or goes out of range.
You only need to worry about setting that up for what ever channel on your TX is controlling U in the Naza assistant
opposite the GPS port on the PMU is the lead which goes in to the EXP socket on the Naza.
Have you set a switch on the TX to activate GPS, ATTi & Failsafe?
When you go in to the assistant with the computer plugged in to the Naza and your TX on, does the U channel move left and right when the switch on your TX is toggled to.
On the U chennel, the left is GPS (can't be changed), middle is ATTI (can't be changed and the right is there you choose the third option with that little drop down box. Set that one to Failsafe.
Now, if you don't see the U channel move in the Naza assistant you simply haven't assigned a switch for that channel yet.
If it does move but you can't get the slider indicator to move all the way to the positions you want when the switch on your TX is toggled you need to adjust the end points or sub trims or both for that channel in your TX.
Have a look here about mid way down http://wiki.dji.com/en/index.php/Naza-M_Control_Mode_Switch
You'll need to look up the documentation for your controller to figure out exactly how that that is done.
Don't forget you'll also need to setup your TX to make the Naza go in to Failsafe if the TX is turned off, runs out of battery or goes out of range.
You only need to worry about setting that up for what ever channel on your TX is controlling U in the Naza assistant