You do not lean back when you have a nosebleed. It seems to be something that many people will tell you to do and that's nonsense. If you lean back, where does the blood go? Ya... not only does it increase your chance of choking but as it's been mentioned if you start coughing, there's a good chance blood is going to come up with it.

Did you lean your head back, rather than forward?

Also if you have insurance, see a doctor. Chances are it's probably nothing, but it's not like it will cost you to have a doctor check you out.