The most common reason for this is that your Internet connection is dropping off.  Much like a book closing without bookmarking where you left off, the course will lose your place and not mark your completion if it loses an Internet connection at any time.

Are you accessing it through Internet Explorer? Do you have an Internet connection? Are you able to get to other Web sites? Please let us know what error messages you are seeing, in as much detail as you, and email us at gtdinteractive@davidco.com.