A couple things I know of:
Once you open chess mentor, at the top right corner there is a blue box with a few options in it. One is "settings", click it, and select sequential, if it is not set to that already. Save changes, and exit.
After that, back to the blue box again, there is "view lessons" click that and you get to see the different lessons, what ratings they are targeted for, and an option to start that particular lesson.
Hope this helps.
I think Chess Mentor is giving me problems that are too hard for me. I am often mystified by what it regards as solutions. Is there no way I can tell it to slow down a little?