As CanuckSigns says; You have to verify that your Z-position is set on the surface of the material. If it is, have you made a new file that you are trying to engrave, or is this the same file you engraved before?
If your program allowes for a setup where you choose to set surface on either the top of the material or the bottom, this could also be a factor.
And at last -have you chosen the correct driver when you output the file...
Best of luck.
Tony