Sometimes the flash player and the connection to the server are not fast enough and thus the progress is not instantly saved.

You can tell by looking at the save button (the grey disk on the top right), if it turns blue it means the game is saving your progress, if it doesn't change color it means that if you refresh or close the game, your progress will not have been saved and when you restart the game, it will start from the last saving point.
Sometimes the flash players crashes when we have too many programs or websites open, or when there is too much information stored in your temporary files.

Please clear your cache and delete your cookies often (learn how do to it HERE)

Also, try not to open too many programs and websites all at once, and if possible refresh the game every so often, so as to make sure that the game is saving your progress! :)