It picks up the location from the address/postcode associated with your site. Go to the admin pages, Website Settings -> Website Details and edit your address in there.
We rely on google maps to put the marker in the right place, so try to be as specific as you can in your address. Also experimenting a bit (adding or removing street number, town, name of organisation, etc) can help.
If your organisation has a name/address, ensure Google Maps knows about this. I think the best way to do this is to ensure you're listed as a Business in Google. You can add it here if need be: http://www.google.co.uk/business/befound.html
Hopefully that helps! :-)
Thanks
Joe - Voice Admin