I used thigh, arm and stomach. It doesn't matter.
I believe Ovidrel is a subcutaneous injection. At least the Ovidrel shot I took last month was (not sure if it can also be taken intramuscularly). I think most women take it in the stomach, but I think the thigh is OK too. Did you inject it into the fatty tissue on your thigh?
I don't think you have to retake it, but you could always call your doctor tomorrow morning and check...just to be sure. But for now, try not to worry about it. I think you're fine :-)