I am new to courselab and although I find the software very good I am struggling to find a way of setting up navigation from the last slide in one module to the start of the next module within the course. I may be being really stupid but can't seem to find a way of doing this!!

Wondered if anyone could help me set this up?

OK starting at the begining you have contentent which is organised into slides or pages. The pages are joined up, aggregated, into a module. A series of modules can be considered a course.
The modules are single STAND ALONE items but also when aggregated can be a course.
The module doesn't call other objects other than content material, it does communicate outwards using the SCORM API, a communications layer.
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The modules aren't designed to do this nor is the API.
You either need an artificial construct, for example a simple page with a list of links to subsequent modules in the series.
OR
you need to use an LMS.

IF you are presenting a course made of modules and they have to be:
(a) completed in a certain order,
(b) completed to a specified standard with regards to score or reading specific content
AND
you want to record the results then you need an LMS or LCMS.

You could very cheaply buy some web space on a LAMPS server stack. This could cost you as little as Ј3/$10 a month.
Set up an LMS like moodle, atutor, claroline, openelms, sakai or any of the various available and serve the content from there.
There are a few demos here you can play with.
http://php.opensourcecms.com/scripts/show.php?catid=6&category=e-Learning