What it usually means is that implantation occurred but it did not develop into an embryonic sac, with an embryo inside - so there actually is no baby - just a cluster of cells that once had the potential to become a baby. This is usually referred to as a chemical pregnancy.
Usually this will resolve itself - you will start bleeding and your uterus will cleanse itself. The doctor will probably want to do a repeat beta to make sure that it goes down to zero. In some cases, unfortunately, it doesn't resolve itself and it's necessary to have a D&C.
Wishing you the best of luck with your next cycle!
Rachel Inbar
www.FertilityStories.com