OP, if your not wanting to file a "formal" complaint or don't think anything will come of it...I highly suggest you type out your best recollection of the conversation when you go home today and keep it at home just in case. Be sure to be exact on the facts: date, time of day, list of names of people who were also there within ear shot, list of coworkers who actively engaged in the conversation, who began the conversation and what was said, if you felt threatened or intentionally singled out, even any body language you thought could be perceived at threatening. These are facts that the mind is quick to loose and you will be able to accurately state your recollection of the events by simply producing a typed document with all of this information included in it. If it comes back to bite you will appreciate having this written down while it's fresh.