In the moment, move right along. Next dance needs to be rock-solid, next tune needs to be rock solid. Drop the difficulty through the floor and get your dancers dancing again as quickly as possible. Don't dwell and let the dancers forget it ever happened.
Afterwards either ask the band to play it for you again if you have time and see if you can work it out collectively or just say something on the lines of "It's a shame I just couldn't seem to get the hang of tune X, is there something unusual about it?" Ideally of course the band will have been paying attention and be suitably annoyed at themselves that they didn't get it right (the absolute optimal response of course would have been for the band to have changed tune).
Bob