Older versions of Windows did not like being shutdown like that but I think since XP the OS is OK with it. If you were writing to a disk when the power went off then you may corrupt a file or two. If windows didn't complain on boot up you are probably fine.
I use this UPS to protect my system. http://www.newegg.com/Product/Produc...82E16842101311
We get lots of quick power hits where the power goes off for a few seconds and then returns and the UPS keeps everything running. I have my PC, Monitor, Cable Modem, Router and Phone System on it. If power is off after 10min it will send a command to Windows to do a shutdown.