Well obviously you have realised that there's often more than one. You have to keep clicking the bushes with the exclamation mark, they won't get away.
I don't think you understand my question. When I enter the catch mode, I will often click a bush and the prompt to "find a pokemon" will appear multiple times and as I click that bush the pokemon will often get away. The message will always read, "it got away...". Never once has there been more than one bush at a time with an exclamation point, and never once have I clicked a bush and had the exclamation point move to another bush.
Either your Pokéwalker is broken or you're doing it wrong. The exclamation point will move from bush to bush, upto four times. The first two times a single ! will appear, the third time will show up as !! and the fourth will be !!!. Only if you miss a bush will the Pokémon get away.
My Pokewalker apparently is a fan of statistical anomalies, today for the very first time the exclamation point moved. This is after I have used it at least one hundred times.
I really think you're doing it wrong:
You use the pokeradar, and a few moments after, a "!" appears. Move the cursor to the bush it appears in, and select that. If you chose the correct bush in time, it'll say "Found Something!" or something similar to that. From there, either a battle starts, or seemingly nothing will happen. If "nothing" happens, after a few more moments, another "!" will appear, over any of the four bushes. Again, highlight it and select the bush, and once more, a battle will start or nothing will happen. This can happen two more times, resulting in seeing a "!!" and "!!!," which just indicate the rarity of the Pokemon.
The thing is, unless you have a large number of steps built up, it can be impossible to move past the first and second "!," just because without enough daily steps, you can't battle the Pokemon you can see in the "!!" and "!!!" groups.
When you see the "It got away..." message, it means one of two things: You waited too long to select the "!" bush, or you selected the wrong "!" bush. The "It got away..." message never comes up if you're clicking the bushes correctly.