Louis said: "The whole thing came off its hinges. It totally broke. We got a slap on the hand and were told off by the label for that.
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"We'd taken over a lane, played about two games and then we got a bit bored. So we started to experiment, throwing two or three balls at the same time."
Harry added: "It was really bad but quite funny - but no one else thought so."
But the group - who are currently on a tour of North America - didn't let the incident dampen their enthusiasm and were thrilled with the reaction they got at the gig.
Harry told the Daily Mirror newspaper: "It was definitely the loudest place we've ever played, the noise levels were incredible."