You can have a particle have a probability of being in two places at once, but if you measure the particle with 100% accuracy, then you'll find that the particle is either in one location or another. To be more precise, a particle has a wavefunction which gives the probability that it will be in any particular region, but if you measure the position of the particle, the wavefunction will collapse to a delta function at the point you measured it, and it will now have a 0% chance of being anywhere else, at least if you don't wait too long. As deferro posted, this effect is dominant on the quantum scale and is negligible (but still present) for macroscopic things.