From the sound of it, it sounds like you attempted an outdoor grow, or at least a "partial" outdoor grow, using air and light from the outdoors (perhaps using a screen). I'd need more information to be sure. But if there was no growth even vaguely resembling pollen sacks, then your female might have been semi-pollenated from a distant guerrilla grower, maybe even as much as a mile away. In that case, I'd save the seed; chance are that the grower who accidentally pollenated your plant (however slightly) is growing some strong bud. You might have an amazing new strain on your hands. Of course, try to make sure the seed is mature, but try to germinate it (using napkins/paper towel in a bag humidity tent) regardless. See if it produces anything worthwhile for your next crop. I had this happen with my first grow-op, a long, long time ago... And it was a white variety (White Rhino) mixed with a blue variety (probably Blue Mystic). I got an outstanding genetic profile, with a very unique high (almost hallucinogenic). So, don't worry. It's just a happy coincidence. But I'd recommend moving your plant indoors (if it is indeed outdoors) to prevent any future pollenation.
~Will