This is just one of the reasons I refuse to let any sort of shop change my oil. While the number of horror stories isn't yuge by any means its still too important a job to trust others to do.
Personally I'd take it back to the shop and pretty much demand they check their own work. Be sure they didn't over-tighten the drain plug and stripped it out, make double sure they did in fact remove the old filter's gasket before installing the new filter---that's something quite commonly done in those cheapy oil change outfits.
This advice offered only if you don't sell your ride to these ^^^ "helpful" guys planning on taking it off your hands for cheap!