This study aims to determine the problems faced by students taking an online exam during a graduate degree program administered by the Distance Education Research and Application Center, KTU (Karadeniz Technical University). The research was conducted with 106 students during the spring semester of the 2009-2010 academic years in the department of educational administration, inspection, planning and economy program (discipline) in the Institute of Social Sciences, KTU. The data obtained from e-mails of students about problems in the exam process are analyzed descriptively. The data were read twice by different researchers and then organized in codes. Themes that were revealed as a result of the compilation of encodings were put into a meaningful structure to be presented to the reader. The results showed that the following problems occurred in the process of the students taking the online exams, the students' level of computer literacy, the test environment being new to the students, the presentation of the questions in a computer environment and technical difficulties. The students' ability to use a computer is an important factor in the emergence of problems. The main outcome of the research was the need for an orientation program which will assist the students taking online exams and the online courses. (Contains 1 figure and 1 footnote.)