It sounds as though you were given 'temporary admission'. This means that you are legally not in the country, even though you physically are. You would have been told to return to the airport in a week in order to leave again. This is a refusal of admission, but sometimes the Immigration Officers are nice and give TA, for between one day and two weeks in my experience - it is up to their discretion.
When you next apply to enter the UK, you will have to disclose that you were denied entry. Say that you were given TA and that you returned within the week as instructed, as this will help your credibility. As you have come to the UK in the meantime with no problems, then I very much doubt that there will be any bearing at all on your fiance visa application.
Victoria