Ahhh man that sucks, I hate to say it but you're now in the "flagged list" which means everytime you try to cross the border into Canada again you will be detained and questioned because you were denied.
I was denied once about 5 years ago over a totally bullshit reason that they thought I was going down to the USA to work (I wasn't, I was going to visit my Dad who has a green card). I have no criminal record or anything like that.
Anyways long story short everytime I enter the USA I encounter problems and have to go speak to a customs official about why I was denied.
Sorry to hear about your bad luck dude
DH