One interesting thing in Illinois was that the detector apparently picked up on a large (about 5" diameter) underground tree-root. It was at the beginning of the spring, a week or so away from the leaves budding out, so the roots had have begun "filling up" with water & nutrients, to get ready for the intense activity of the next few weeks. We dug down about 4 inches, where we first encountered the root. We found nothing, but accidentally injured the root, which began "bleeding" (sap/water).
     We ran the detector over the area again, and found that the "target" had moved. (We were initially thinking that there must be something buried _underneath_ the root.) We dug in the direction that the target had moved, thinking that we must have disturbed its location while digging. We dug along the root some more, along the root, towards the tree. (Taking more care as to not damage the root any more.)  We still found nothing. We ran the detector over it again. It had moved even closed to the tree.
     We did this a couple more times, then realized that it must have been some kind of mineralization in the root itself (or something to do with the root anyway) causing the non-existent target to move. (Either that or something like a mole with a ring around it's neck :) )