There may be a few reasons why the froth in your milk may disappear. If you don't froth your milk correctly, it can cause the froth to dissolve quickly. Make sure to hold the steam wand at an angle and keep it just below the surface of the milk. Also, milk with a lower fat content will produce less stable foam that is more likely to break down quickly. Try using whole or 2% milk instead of skimmed or low-fat milk.