I'm not sure what "a tiny piece" is. Kinda depends on the dosage of the tablet and how large or small the piece was. Xanax is a benzodiazepine, which is a class of drug typically used for sedation/anxiety treatments. Benzo's are not recommended for use during pregnancy, but if your doctor gives you the go-ahead to use it, make sure to follow the dosing instructions very carefully.
Having taken this tiny piece already, I wouldn't worry too much about it. It will only cause you more stress and anxiety. Make an appointment to see your doc as soon as you can and ask what anxiety treatment she recommends. Anxiety's a rough thing to handle to begin with. Add pregnancy to the mix and it can start to seem overwhelming. (This was me last year.)
There are a couple of anxiety meds that docs usually suggest for use during pregnancy. Buspar is one. Wellbutrin is another. It's an antidepressant, but affects anxiety levels in many people also. Again, your doctor will have the info on what's going to be best for you.
Hope that helps some. Let me know if you want to discuss any of the other stuff that comes with adding anxiety and pregnancy together in a hormonal blender. =) Like I said, I just went through the whole thing myself.