Horse flies DO buzz, lunaraine, and some can be very noisy, but you wouldn't necessarily notice it if you were travelling at the time.
Their bites are vicious, because they cut into your skin with razor-like mandibles, and they can also carry diseases. As carlton says, go to your pharmacist or doctor if the swelling doesn't go down, or you continue to be in pain or have other symptoms like feverishness.
On the other hand, because these insects tend to be found near to water or out in the country, you might've had a wasp sting. The draught of air coming in through your open window'd probably drown out any buzzing sound - which comes from the wings beating, so really, it could've been one of several insects which caused the problem. Hope you've checked in the car to make sure it's not crawling around somewhere!!