Wayne,
This happens to me quite often too. When it does, usually one of the zone lights is on, not because of a window/door is open nor because of motion in front of a detector, but my guess is that I have tried to set the alarm when the controller is scanning one of the sending units as it does every 45 minutes (I think I read this somewhere.) The first thing I do is hit disarm away and for good measure disarm home. A minute or so all of the zone lights will be off and I can try to arm again. For me, patience is the key.
peace,
keith