Although not very common, it is possible to get pregnant this way if sperm gets into your vagina.
Even if a man pulls out in time, pregnancy can still happen. Some experts believe that pre-ejaculate, or pre-cum, can pick up enough sperm left in the urethra from a previous ejaculation to cause pregnancy. If a man urinates between ejaculations before having sex again, it will help clear the urethra of sperm and may increase the effectiveness of withdrawal.
Pregnancy is also possible if semen or pre-ejaculate is spilled on the vulva.
Keep in mind that the withdrawal method does not protect you from sexually transmitted diseases. Use a latex condom or female condom to reduce the risk of infection an to avoid scares like these which have happened more than once in the last month.