Check your a/c to see if there are any more transactions that u dont remember. Report any to ur bank as could have been fraudulently used. Im suprised ur bank said that u must have taken it out without realising, they should have taken this a bit more serious!!
If ur still certain that u didn't carry out this transaction, get back onto ur bank and fill out a Disputed Transaction form. I think this is general practice for most banks. They will get onto to the bank in question and investigate.