I don't believe y'all did anything wrong. If there was some reason he/she couldn't, or wouldn't, get baptized in the church that they were a member of, and still professed and wanted to be a member of, then y'all were better off staying out of the middle of it.
Perhaps I should clarify. If the individual made a profession of faith, and fulfilled the same scenario that the eunuch did, I probably wouldn't deny baptism. However, your post didn't mention whether this individual made a profession of faith in your church, or simply came to your church seeking baptism. The pastor should have sat down with him/her and explored what the individual was after, and y'all could have gone from there.
But based on your post, it sounds like the person showed up asking to be baptized, and intends to go back to the Methodist church and tell everyone they got baptized.
[ December 08, 2001: Message edited by: Don ]