Hey there,
When used properly, condoms are 98% effective, so you probably have nothing to worry about. If you are concerned about a possible pregnancy, you could talk to your girlfriend and ask her if she would consider using Plan B. You could also discuss using more forms of birth control, such as the pill or an IUD, if you plan on continuing having sex and are concerned about pregnancy. In all likelihood, the condom was effective and everything is fine. Good for you both for using protection, and remember to also get regularly checked for STIs!