White House Press Secretary Dana Perino talks about the shoe throwing incident on the O'Reilly Factor. From what I can tell, she received the worst injury from the event. One of the agents hit a mic on their way to the president, and it swung around and hit her right below her eye. She was hit hard enough that she was crying from the pain. In the video you can see she has a black eye from being struck.
(Shoe throwing incident first reported at Berman Post: President Bush Dodges Two Shoes)
Video embedded below.