Ok ... if the money they gave you was all put on one check then for that one pay period you may have been withheld at the higher 37% tax rate + FICA taxes + state taxes which can easily be nearing the 50% mark especially if you have other non deductible items coming from the paycheck like life insurance. But don't worry ... it all works out in the end on the tax return and will probably increase the refund a bit.
