Looks like yours was a female - I don't see any wings. Males have wings but no stinger, so they're pretty harmless. Females don't have wings but they have very potent stings. If they could sting a duck through their feathers it would be really painful for them. They are actually generally very docile though and don't sting unless they're stepped on or picked up.
Yeah, that's what I'm worried about... mine generally don't watch where they put every web...