Picture an entangled pair of spin 1/2-spin particles with total spin 0. In the diagram, particle 1 of the pair is moving to the left (-y), and particle 2 to the right (+y).
If a z-oriented SG$^*$ is used to detect the spin direction of particle 1 on the left, then the spin direction of particle 2 can be predicted with 100% certainty by using another z-oriented SG on the right. For example, if the left SG finds particle 1 to have spin $\frac{\hbar}{2}$, there is be a 100% probability that a z-directed SG on the right will detect particle 2 as having spin $-\frac{\hbar}{2}$.
Now consider leaving the left SG unchanged (pointing to +z), and rotating the right SG so it will point to +x. If particle 1 is detected on the left to have spin $\frac{\hbar}{2}$, two possibilities can be considered for what will happen when particle 2 reaches the +x-directed SG:
Particle 2 is detected with 100% probability as having spin $-\frac{\hbar}{2}$ in the +x-direction, or
Particle 2 is detected with a 50% probability of having spin $-\frac{\hbar}{2}$ in the +x direction, and 50% of having spin $+\frac{\hbar}{2}$ in the -x direction.
In the second case, obviously, it may turn out that the total spin of the system is not equal to zero.
*SG: Stern-Gerlach apparatus
