If it's a Vista, it has an integrated electronic compass, which may
need calibration. You do this by going into the bearing screen (the
one with the compass on it) and choosing “Calibrate” from the menu.
It'll make you spin around in place in circles for a bit.

The compass may also be turned off. Try turning it on by holding the
top right button.

Or, if you can't get the compass working, try turning it off by
holding the same button.

If your eTrex for some reason has no integrated compass or have turned
the compass off, you have to walk in a straight line for the compass
to derive your bearing. Walk 10 feet in a straight line with good
reception, and see if the GPS starts showing the correct reading.

There's really not much to set up. As the “G” in GPS implies, it's a
global system. When first starting up in a wildly different area, it
will often ask you to search for a totally new location, and you can
say yes. This tells it to stop looking for the satellites it used last
time and start over. If it didn't do this, you can ask it to get a new
location from the menu on the satellite screen.

If it's still not behaving properly, I'd need to know a bit more about
what it's doing wrong. When you say it gave you the “exact opposite
reading” what do you mean? If you try to plot a course (off road) to
the waypoint, does it tell you to circumnavigate the globe? Does it
tell you to walk the few kilometers back to the car, but point you in
the wrong direction? If that's the case, when you try walking in the
direction it indicates, does the distance to waypoint measurement
increase or decrease?

If all else fails, Garmin has a support line: 1-800-800-1020
Or, if you're still outside the US: +1 (913) 397-8200