The 22-year-old is desperate to avoid the ``nearly man'' tag after grafting for a string of decent knocks without landing a huge score.
He made 39 in the last Championship clash against Somerset at Old Trafford and he fell eight short of a half-century again against Surrey yesterday.
The Liverpool-born opener has forced his way into the first team reckoning after plundering a brilliant 307 not out for the second team - but first class success still eludes him.
``I've got to be honest and admit it keeps happening,'' he said. ``And I don't know why.
``It is very disappointing and frustrating when you get in, play well, and end up feeling like you've got lots more to offer.''
``But I'm a laid-back kind of person and I'm not going to get worried by it. I don't want it at the back of my mind when I walk out every time.
``I feel in good nick, I'm still quite confident and at the moment I seem to be getting out to good balls - there's not a lot I can do about that. But I honestly think I'm getting there.''
McKeown was done by another delivery from the promising young paceman Alex Tudor - one of Tudor's four victims as Surrey hit back with a vengeance.
Wasim Akram and Peter Martin combined to skittle the Championship leaders for 146 in the first innings, but some poor batting from the home side created a very open contest.
Nathan Wood, John Crawley, Andrew Flintoff and Mark Harvey all fell cheaply, while Graham Lloyd went for 29 and McKeown, who deserved more, was out four overs from the close on 42.
Mike Watkinson held firm on 26 not out to take Lancashire to 111-6 and he was crucial to Lancashire's hopes of building a first innings lead when play resumed today.