You might be safe if you make an estimated federal tax payment (1040-ES) by Jan 17 to bring remaining tax owed to less than $1000. Since by the time you read this that might be today, you may need to do electronic payment. See
http://www.irs.gov/publications/p505/index.html or search IRS for "estimated tax payment".
If you owe the feds more than $1000 any later than that, there might be a penalty. Underwithholding limit for state income tax can vary by state.
Didn't you notice that your paycheck or taxes did not change? I changed my W-4 to cover IRA to Roth IRA conversion, but first ran a spreadsheet to see how many exemptions I needed to reduce (mid-year) to not owe too much. I updated the spreadsheet when the W-4 change actually took effect.