Right. Don't panic. In all honestly, everything should be fine. If your 'period' was 11 days ago then the egg will be nicely embedded by now and the chances of a miscarriage being caused by the hsg are very small. I've had one mc prior to DC, have one DC and another on the way who was also accidentally hsg'd.
Yes, I am the MNer keep was talking about :) I had an hsg on day 12 of my cycle, after a completely normal period. On about day 23 I was feeling a bit dodgy, and was supposed to be going on a seriously boozy night out, so did a test which was positive. Very positive 
. Booked in for 7 week scan due to fertility clinic referral, and got the shock of my life when we saw a real baby on the screen instead of a flickering heartbeat! Turns out my 'normal period' was a false period and I was actually 10/11 weeks pregnant, not 7.
Basically everyone I've spoken to in the fertility clinic/ante-natal specialists has said that the hsg is not something you should really worry about affecting the baby, although they obviously would prefer it if you weren't pregnant when it's performed, for obvious reasons! The dye is (pretty much) harmless, which is why they're happy to use it internally. It has happened before at my hospital, and the outcomes of the pregnancies don't seem to have been adversely affected by the hsg - it's normally other factors that cause the problems. But yes, there isn't really much research on how hsg's affect pregnancies, because it's supposed to be a diagnostic tool for infertility.
I'm currently at 22 weeks, the baby was pretty much perfect at the 20 week scan and apart from feeling like utter crap from week 7 to 16, I've been fine! Please try to relax - easier said than done, I know - and see what happens now. You have to be positive too, you've gone and got pregnant naturally, so you know your body can do it. Congratulations!