While at the range yesterday, with Pennsy, SBaker, DC, Tootie, their son (sorry, I forgot his name already

), I encountered a problem that I had been told about, but had not yet experienced.
Shooting with one in the chamber, and a full magazine, the first round fired normally, but the next round did not chamber. I have shot this way many, many times before, because I had been told of the chance of this occuring, but I just kind of blew it off, since it had not yet happened to me.
Well, now it bothers me alot, to the point of me being highly unlikely to carry with the full mag and one in the pipe. Has anyone else had a similar problem with a Sig, or any other gun, for that matter. This is the only gun of mine that has done this so far. I tried it several more times after it happened, but I could not get it to repeat the problem.
Is there any way to fix such a problem, or is it just the way they are? Any help with this matter would be greatly appreciated.
ETA: I was told to tell everyone that this did not happen with Pennsy's P220, so I'm sure he must have gotten a "Better" one.