Ooh exciting! The honest answer is that it varies. Some come away over the course of a few days and others appear whole. It sounds like yours has gone though.
If it's just the plug you don't need to do anything but if you think you're leaking amniotic fluid then you'll need to be checked out. Give the ward a ring. They'll probably tell you to pop a pad on and monitor things for a little while.
With my first, my show went while I was on the toilet, but in one big lump - DS born about 4 hours later With DS2, it went in the shower, and was lots of small bits, rather than one lump (looked like bloody snot -nice). I then had another bigger show just before labour started, DS2 born the next morning
You could go into labour without a show, or have a show and not go into labour for weeks... Sorry!
Thanks ladies. I spoke to a midwife today and she said it didn't sound like my waters had broken as I would still be noticing leaking in the night and today. However it's something to keep an eye on and I've got my fingers crossed that it won't be too long till things start happening . Yay!