Sometimes the mistake makes the song cooler; if you mess up just keep playing. Don't go back to the part you messed up and try to fix it. Just stay with where the song is. To them it will probabily sound like you added a cool guitar trick in the middle of the song.

No one is perfect. At concerts or on live cds of professional bands you can here lead guitar players making mistakes too. Its not often, but it does happen. In the studio they use tricks to edit out mistakes on their regular cds.