most pregnancy books do caution against exposing yourself to teratogens - substances potentially dangerous to a developing fetus, especially in the first trimester but ideally throughout the pregnancy. these include toxic chemicals (drugs, cigarettes, harsh cleaning products, paint fumes, etc), x-rays, etc.
according to one book i have it says that generally if the mom wasn't affected by the teratogen than it's likely the fetus wasn't either. especially if you're in good health, eating well, etc. personally paint fumes usually give me a headache so i'm weary of them.
i don't think you need to panic, your baby is probably just fine, but it is better to play it safe and avoid harsh chemicals if you can. you only painted one room and it was well ventilated.