While processing mobile data, if you see the red error symbol next to some of the transactions:

it means there is an error preventing that transaction from being processed. Highlight that row on the list, then click the error symbol on the toolbar to find out what the error is. You can then click the Edit Transaction button (the tablet with the pencil) to alter the transaction so it can be accepted.

If you click Finish with the Accept button unchecked, the transaction will be discarded and lost. If you need to leave the Process Mobile Device Data screen to verify information and return to it later, click Cancel. When you are ready to process the data, go to Mobility, Windows Mobile / CE (Batch) (or WDT2200, if you have that model handheld), then Process Mobile Device Data to restart the process.