Trupti,
If it is a Promethean program or lesson and you are using it while you are connected to a Smart board, that may be why the Smart board is using it's own interact features when you touch the lesson with the pens. Does the Smart program or software have any annotative features that you could use to annotate over the lesson? Don't believe that you are doing anything wrong, it seems that the lesson you are using may not be compatible with the Smart board.
Thanks!