The current position is stored in the ".mbp" file for the book. If that file is corrupted, the current position won't be stored. You'll probably find that you can't store bookmarks for the book either.
I wouldn't bothered checking on the desktop reader - just do a "chkdsk" on the internal memory and SD card, as Tommy suggests. That almost always fixes the problem.
NEVER unplug the USB cable without using the "Safely Remove Hardware" tool on the system tray (if you're a Windows user); doing so can easily lead to corruption of the file system.