If you were in fact past the due date, all is still not lost since they generally forgive being late once and you should still get your credit steps increase (they might delay it by a month or two so that they see you make on time payments, but I don't think they'll take the credit steps increase away). Anyhow, if you were late, you'll get a letter telling you about it and how it will affect the credit steps program.
Edit: So many things have happened in the time it took me to write this 
@Anonymous wrote:Thank fully I don't have a due date. I pay in full before the bill cuts so my one capital one that I have had 30 bucks left on is due on Nov. 18th and my quicksilver is due the same time but had a zero balance and that is the card that got the return payment. The other payment went through just fine. I am just amazed the gas company doens't have to give me my money back even though the double billed me. If I did that to someone I could be charged with theft. When I told them I would have the check reversed, they said they'd charge my an NSF fee! She then said I should have a savings account to help cover the cost. I do have a savings but it didn't transfer immediately so the bank returned the check. Capital one said I would have to resubmit the payment, but I am so angry and embarassed.
This does NOT sound right... If I were you, I would ask to speak with a supervisor! If they 'double-billed' (?), or 'double-charged'(?) you, it sounds like a refund is due back to you; or your account should at the very least show a credit.
@baller4life wrote:
Nope they don't allow that for their share savings. Only checking. I tried to transfer money into my NFCU savings from Wells Fargo and we both got stern warnings from Navy Fed.
Interesting. I transfer money from my Key MM account to my DCU savings all the time. Must be different policies.
Oh I see... understand. Yeah, you got a bad break this month. Sorry about that. 
I agree with you, it's nobody's business whether you have a savings account to cover their mistake or not and completely unprofessional! I can say, that capital one is a very forgiving lender. This glitch didn't really involve them to a certain extent. Like they said, your payment wasn't technically even due yet. So no harm, no foul. You will probably get a fine increase with them. I asked for an increase before my credit steps and they were fairly generous! If your 3rd statement has cut, you should be able to hit the luv button too. You will (still) also get your regular credit steps increase when it's time! Goodluck! Come back and let us know how it goes! 