after the transaction doesn't go through for a certain amount of time ur wallet will rebroadcast the transaction or it will be canceled and returned to your wallet. you have nothing to worry about --unless that exchange input address gets reused -- but u might not be able to get to ur coins for a few days/ up to a week
Hey, thanks heaps, was worrying for a minute there. The address shouldn't get re-used, hopefully, I still have an active account with them. But I have to wait a week? Seriously lol...
Thanks again

try to use "reset blockchain and transactions"' option if it is available on your client you will most likely get access to the coins immediately i believe if your wallet supports that. (multibit does), this will take some time for it to resync.