Next time, put in 1st too. Just to make sure that it stays in that gear.
Also, with snow, you wouldn't have to worry too much with breaking parts. An axle shaft or u-joint would go before a ring and pinion or carrier.
And Ben, just wandering but why would you say reverse would tear some stuff up? True, the gearing wouldn't be as low the rear axle would be weaker then usual but the front axle would be stronger (unless you have a high pinion) but overall there are no new stresses that the drivetrain would encounter then under similar situations but in a forward gear.