As soon as you notice your child's attention wander – a telltale sign would be a couple of glances away from the screen – stop the session. It doesn't matter if you haven't reached the end. It's much more important that your child enjoys learning math, and looks forward to her lessons.
Little Math automatically keeps track of whether you have played a lesson, or partially played a lesson. You will see a blue completion marker next to a lesson you have played in entirety, and a half-filled completion marker next to a lesson you have started but not finished.