Podcast not playing where left off

I've added an mp3 podcast (that is not available on iTunes) with many episodes into the podcasts suction in iTunes.

When I play an episode from this particular podcast on my iPhone, if I listen to some music or (kill) the iPod app from the multitasking menu and choose the same episode again, it doesn't play where left off like other podcasts downloaded from iTunes.

What can I do?

Thanks in advance.