I have never experienced it personally, but I have known other ladies who experience what they call 'implantation bleeding'. Sometimes when the baby attaches itself to the uterus lining it causes bleeding. It is perfectly normal and nothing to worry about. This is also why some woman don't know they are pregnant, because they confuse the implantation bleeding for menstrual bleeding.
If you are worried I would call your OB and get an appointment asap. Though they usually don't see you until you are further along, they will get you in for bleeding. They can also test the hgc hormone level in your blood. The levels will be able to tell them whether you are having a miscarriage or keeping the pregnancy.
There is no doubt that you are pregnant though. If the tests came out positive, you definitely conceived. Good luck and I hope it all turns out for the best!