Well I have had that happen before too.
Here is the deal in most cases;
hpt's are so sensitive now days that they can detect hcg levels when they are very low some even around 20. So a lot of time women will test even before their period is due and detect the hormone and yes you are pregnant in a sense but sometimes it's either only a chemical pregnancy or the egg never completely implants etc. Most women if they do not test never know that they were pregnant and they will go on to have their period and it will just be a little heavier than normal with maybe more severe symptoms than you would have normally.
However there could be a # of other factors...
Did you test the saem time each day? Morning urine is best.
Are you on amy medication that could interfear with the test???
Well good luck and I hope it all works out the way you want. Keep us posted!!!! :d