You can either
- Play the ball as it lies,
- Take a penalty (1 stroke) drop two club lengths from where the ball lies
- Go back, as far as you want, keeping the point where the ball is between you and the flag and drop it (1 stroke penalty)
- You can go back to where you played the last shot from, (1 stroke penalty).
The above rules assume you find your ball, if you can't find it, you must use the fourth option.