Well, the easy way out for that particular example is to just shift the results of the roll to IC knowledge: "Okay, you've got the door open - but you realize you missed the wires leading to a silent alarm. The cops'll be here in maybe fifteen to twenty minutes. What do you do?"
And then, if they turn around and leave, well, the place is going to have a security upgrade if/when they decide to try again; an actual guard on site, etc.
However, there are some rolls where this starts to break down; consider, for example, an alertness roll to notice the guy shadowing you. About the best that I, as GM, would be willing to offer is "Well, you see x, y, and z, and - if you're willing to spend a fate point on it - may notice some additional detail." Just make darned sure that any "additional detail" of that sort is actually important.
The other thing I do is, in cases when a PC just doesn't know the difficulty but wants to spend a fate point, I will refund that point if it doesn't accomplish anything. I actually had two examples of that the other day; the group was fighting some ghouls, and someone got off a really good shot - and then tried to spend a fate point to make it even better. I told them no, their base roll was enough to take out that ghoul, no fate point needed. Later on, someone got a really bad roll on an attack (and the ghoul rolled well on defense), and one fate point just wasn't enough to turn the miss into a hit - so I made clear what the margin of failure was, and gave them the choice of either taking back the fate point they'd tried to spend, or putting down a second one to land the hit.