Hello, no. This won't lead to pregnancy. A penis really has to enter your vagina unprotected for pregnancy to occur. You may have had your hymen muscle broken (which happens with things that simulate intercourse -- his fingers pushing into it, for example) and this would result in some bleeding and cramping. But there is zero chance you'd get pregnant from this. If you are getting close to actual intercourse (which is both how you get pregnant or expose yourself to std's), please have condoms ready. But from this event, there is no chance you got pregnant. No worry about that.