Bunnies are easily traumatized and it's not a surprise that the dog probably scared the bunny. Bunnies are prey animals...you need to remember that they have been food for humans and animal/bird predators for thousands and thousands of years. Domesticated bunnies have slim (few) defenses and are further handiapped by the fact that their survival instincts have been bred out of them. I would absolutely keep the dog away from the bunnies, bunnies and dogs are generally a bad mix. The dog may have meant no harm and was only curious but the rabbits don't know that.

And I agree with Karen.... I would get that bunny to a vet ASAP. Bunnies can die of shock/fright very, very easily.