It's All in The Processing
The first thing to understand about high sensitivity GPS is that this high sensitivity does not, in fact, come from using a different material for the receiver, or some different design. Rather, it has to do with the processing involved at the signals that the device receivers. “High sensitivity" is sometimes used somewhat more loosely in advertising than its strict sense of the term with GPS technology, so it's important to clarify.
Think of how far away those satellites are, thousands upon thousands of miles. The signal they transmit is incredibly weak after traveling all that distance, and are thus incredibly difficult to pick up from the normal background noise.
The difference between conventional and high sensitivity receivers is that the high sensitivity receivers will integrate the signal for far longer periods of time, basically more time in which they will piece together those weak, degraded signals to put together one that can then be used to triangulate your position. The result is that high sensitivity GPS units may pick up signals up to 1,000 times weaker than their conventional counterparts, resulting in 1,000 times more sensitivity. Technically speaking, this amounts to approximately 30dB of increased sensitivity.
In developing this technology, extensive research was done into the exact nature of the signal degradation that goes on in signal multipathing, which is the degradation that happens when a signal bounces off of other surfaces, be it the side of a skyscraper or the trunk of a tree, as well as into signal attenuation, the process by which the signal degrades as it passes through a material such as a roof of a building. For an interesting, if somewhat technical read, check out this article on testing high sensitivity GPS receivers from GPS World.