Nelson guns rely on the tightness of the barrel to act as a detent. The barrels on Nelson guns are very tight, on my phantom I can sit a ball on the end of the barrel like an egg cup, the bore of the barrel is smaller than a paintball.
On my tracer or phantom if I hold the pump back and drop a ball down the feedneck it won't roll forward at all and the ball will only move forward when the pump goes forward and pushes it into the barrel so it can't double feed.
Try it on yours
If the ball rolls down into the barrel then it's probably the paint you are using being a bit too small, just try another brand.
If it doesn't roll down the barrel then I'm afraid that you are forgetting when you've pumped the gun and when you haven't. If you pump the gun and don't fire then the ball will still be in the mouth of the barrel. If you then pump it again another ball will drop into the breach, the bolt will push both forward giving you two balls in the barrel when you fire.