I had the same thing happen to me Friday except I was shooting a 22lr. I never found the squirrel. He blew by me in the top of the palmettos like he wasn't even hit. I know I hit him and looked all over for it and never found it. Like others have said, practice, practice, practice. Make sure you're proficient with your equipment and try to give the animal as clean of a kill as possible. when it doesn't happen, look at it as a learning experience and do better next time. I know why I made the bad shot. I was in a hurry and didn't take a good steady rest.