I've been doing most of my GPS flying with a CNX-80, which doesn't seem
to suffer from loss of RAIM. Last night I was flying with a GX-60, and
got a RAIM warning when commencing an approach.

The GX-60 manual isn't real illuminating on what you're supposed to do
at this point. Presumably, "continue the approach as if nothing
happened" would not be smart (although, being VFR, that's exactly what
we did last night).

So, what do you do? Ask ATC to hold someplace in the hopes the RAIM
warning goes away as the satellites shuffle around? If so, how long
would you expect this would take? Does the controller know enough about
GPS to understand what I mean if I tell him "I've got a RAIM alert"?