In Rollercoaster Tycoon, if you shoot the right ramp to start multiball, it is supposed to divert into the scoop. Then the multiball buildup happens, locks are released, fun ensues. Every once in a while the ball will miss the diverter and instead divert back into play on the playfield. If this happens, and your ball drains before locks are released, your ball will end, you will not get multiball, bonus will count, and on your next ball you will start the lock sequence over as if you had.
So if this happens to you TRAP UP and wait for multiball to actually start before doing anything.