Unfortunately, in an at will" employment relationship, a company can set the conditions of the workplace much as it sees fit. This includes the procedure to follow in a situation such as this. While you had the legal right to call the ploice, your employer had the legal right to discipline you for not first contacting your HR department. In fact, unless you have protection under the terms of a union agreement or employment contract, you can be disciplined (up to and including suspension/termination) for any reason or no reason at all, with or without notice. Accordingly, unless your treatment was due to some form of legally actionable discrimination, it was legal.