There is patch from Mageia Linux in attachment.
diff -ur tuxmath_w_fonts-2.0.3.orig/src/menu.c tuxmath_w_fonts-2.0.3/src/menu.c
--- tuxmath_w_fonts-2.0.3.orig/src/menu.c 2011-05-04 04:15:06.000000000 +0400
+++ tuxmath_w_fonts-2.0.3/src/menu.c 2015-10-15 21:41:49.000000000 +0300
@@ -252,6 +252,8 @@
if (Opts_GetGlobalOpt(MENU_SOUND))
playsound(SND_POP);
+ if (chosen_lesson>=num_lessons) return RUN_MAIN_MENU;
+
/* Re-read global settings first in case any settings were */
/* clobbered by other lesson or arcade games this session: */
read_global_config_file();