If you do a search on the net using "marrow bones for dogs" you'll get a bunch of links with a tremendous amount of detail,
here's one - but this guy is pretty negative.
http://www.thepetcenter.com/xra/bonecomp.html
my understanding is that marrow is mainly fat, but has some minerals. the biggest benefit to giving marrow bones is that it really helps scrape tartar off dog's teeth. and dogs just love them, keeps them busy for hours.
ladawn, i don't know for certain that what you gave your dog is wrong, i just sent the photo as an example of what i think marrow bones are...maybe what you got is okay <?> just not a marrow bone.