There are many ordinary propositions we think we know. Almost every ordinary proposition entails some "lottery proposition" which we think we do not know but to which we assign a high probability of being true (for instance: "I will never be a multi-millionaire" entails "I will not win this lottery"). How is this possible - given that some closure principle is true? This problem, also known as "the Lottery puzzle", has recently provoked a lot of discussion. In this paper I discuss one of the most promising answers to the problem: Stewart Cohen's contextualist solution, which is based on ideas about the salience of chances of error. After presenting some objections to it I sketch an alternative solution which is still contextualist in spirit.