(the Kobo doesn't seem to remember pages for some .ePub books)
FYI, this is a known bug. Doing a 'Sync' with the desktop app wipes your bookmarks (current page) of the books on the I'm Reading list.
Due to this pretty serious syncing issue, plus the fact that the desktop app is next to useless in other matters as well, I've been avoiding it like the plague. I've been downloading the ePubs directly to ADE (instead of using the desktop app). Then you can easily strip the DRM and use YOUR book however YOU want...
With the Kobo, you can just drag&drop the (stripped) ePub anywhere and it'll find and process it when you unplug.
If you don't want to bother stripping the DRM (I highly recommend you do, but I'll skip my anti-DRM rant, PM if you wanna discuss details), you can still try the ADE route. ADE does recognize the Kobo, so find the ADE ePub download link, load the book into ADE, and transfer it over using ADE. (NOTE: some books will be stuck at very small fonts this way, so you might be forced to strip the DRM to fix this in the long run, but we'll cross that bridge when we get there eh?)
Anyway, hope that helps.
EDIT: Hmmm, is the 'Borders desktop app' the same thing as the Kobo Desktop app that was packaged with the Kobo? (maybe just rebranded?)