The reason behind why you missed one payment is the first question to ask. If the reason is just that you forgot, or your direct payment didn't go through due to insufficient funds in the bank, then just give the lender a call and make the payment immediately. In the case that they are going to charge a late fee, you can try to negotiate with them using your timely mortgage payments in the past to support your bargaining attempt.
If the reason behind missing the payment is due to the inability to pay, then I completely agree with Cindi. Give the lender a call and discuss your situation with their mortgage payment department, they will most likely work with you to find a solution. With all the foreclosures and financial problems nowadays in the market, many lenders are much more willing to negotiate and extend the deadlines for mortgage payments. Banks would much rather work a little harder, work something out with the borrower directly, than to foreclose on the property. It's simply too much trouble for them. Good luck!