Meh... the best way is to just delete it and make it over, and if it happens again, create what you're trying to create out of multiple brushes instead. This'll usually show you what you did wrong, and you'll know not to do it again.
Wherever I've seen this, it's usually caused by moving the vertices to a point where the shape isn't convex, so you'd have to build it from multiple brushes anyway. Check and see if you can find that to be the case. If it is, you can move the vertices and correct it.