Something else must have happened there, because I've done that too. I got a message that SyncToy couldn't find the specified directory and it stopped there; didn't do anything more.
But if the connection is broken during file copying I get more worried. This happened to me once (using not SyncToy but SmartSync Pro), and that gave me a bunch of corrupted files that I had to weed out afterwards. The originals were OK though.
But after that experience I try to concentrate on what I'm doing whenever I run any synchronizing software, double check all connections and so on.
