Sorry to hear this Travis, fox are one of the most high-risk species around here for contracting rabies. Personally having worked lots of rabies cases for the health department in my county, I think you did the right thing - only you were unlucky to get splashed as a result. If allowed to run off, it may have infected other animals, wild or domestic, or even bitten somebody.
The shots are not the gruesome ones in the stomach we all heard about when we were kids. Rabies is almost always fatal, but I've never heard of anyone dying from the shots.
