Problems downloading Lion

I just bought a new Macbook Pro and followed the right steps for downloading Lion. It said it was downloading on the bottom so I went to drag it (for some weird reason) and I guess I dragged it down. It made a weird sound and then disappeared. I checked in downloads and history and everything but there is no sign of Lion anywhere. I can not redeem it again and am wondering if there are any suggestions because I'd rather not pay for it if I can get it free.

Thanks!