Multi Page form chellange

Hi,

I bought Gravity Forms some days ago and I'm trying to achieve effect I thought is built-in. Sadly, it is not built-in and I need some help.

I have a multi page course. I need to have single steps of multi-page form on SOME of those pages, but when I go to the next page of the course after completing some of the steps of the form, the form is being displayed from the begining. So it goes like this:

[1st page of the course]
[content]
[content]
[GravityForm: Step ONE of 20]
[content]
[content]
[Next Page ->]

[2nd page of the course]
[content]
[content]
[GravityForm: Step ONE of 20]
[content]
[content]
[Next Page ->]

What I want to achieve is that when user fills in the step ONE in the form on the 1st page of the course and then goes to the 2nd page of the course the form is displaying him step TWO, not step ONE as it is now. So it would be like:

[1st page]
[content]
[content]
[GravityForm: Step ONE of 20]
[content]
[content]
[Next Page ->]

[2nd page]
[content]
[content]
[GravityForm: Step TWO of 20]
[content]
[content]
[Next Page ->]
[etc.]

I used Data Persistence Add-On but it's not working - when I fill in form on the 1st page nad go to the 2nd page, the form is displayed from the begining, not from where I finished on 1st page. How can I achieve desired effect and make the form display continuous steps?

Indeed, you are right. Is there any way to set it up as I described, because I obviously don't know how to do it...? And I tried multiple things already.

Didn't see the 2nd answer. Your answer explains it all, too bad it doesn't solve my problem.