That IS frustrating. And the even more frustrating answer here is that you wait. I would wait until the day you're supposed to get your period to test again. If that's just too much, (which I know it would be for me, especially when I was trying to get pregnant), hold off on testing again until the day after tomorrow. This should put you at one day before your period is due. This gives your body another 48 hours to build up the pregnancy hormones necessary to turn your test positive if you're pregnant.
Sometimes, you can be pregnant, and there isn't enough hormone in your body yet to tell the test that you're pregnant. This happened to me with my second daughter. There are also times that, for whatever reason, our PMS feels so much like pregnancy that it's easy to be convinced that's precisely what's happening.
One last thing, don't throw your test away right away. I know you're not supposed to read them after ten minutes, and I agree that's smart because as the test dries, it can give you a vague (FALSE) line that looks positive. However, as I mentioned earlier, I did get false negatives with my second daughter. When I finally got a positive, that line took a good two minutes to develop (whereas with my first baby, the test was blazing positive before I had finished peeing on it). So don't just look at straight away, get frustrated, and trash it. Give it a minute to develop one way or the other.