Another American idiom
A phrase one usually says when they've stopped listening to the other's speech, since they've lost track of the other's chain of thought a while ago, noting the speaker not to waste time on pointless speech.
Alternatively, the speaker can say "You lost me" when they feel the listeners are no longer following.
This usually happens when you're describing a complicated thing, and either it's just too much for the listener at once, or your self-expression skills aren't good enough.
You might a) give up, but more likely b) try explaining again in different words, better put-together sentences, slower etc.
- "When a fast stream of positive ions, from a particle accelerator, hits Lithium atoms, their nuceli break up into Tritium, that's Hydrogen with two neutrons, Deuterium, that's Hydrogen with one neutron and Hydrogen atoms..." (1)
- "Okay, I lost you..."
(1) Short insight into physics courtesy of Google's I'm Feeling Lucky search for "atomic reactions"