(Original) Kindle Problem

[ZerMongo]

I've been using Calibre to convert PDFs for use on my original Kindle for a few months. They display fine, but for some reason the Kindle never remembers the last page read - it always resets back to the beginning whenever I exit the book or turn off the reader. I've been marking down the locations whenever I turn it off, but I was wondering if this is just the way or it is or am I doing something wrong?