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Use the WebmasterWorld Server Headers checker [webmasterworld.com] to see what is returned when you access your domain name. If it returns your free hosted page's header, then don't worry about it. If it returns a 302 redirect to your hosted URL or a 200-OK from the redirecting site (not your hosted site), then you may want to take action to prevent problems in Google and other search engines.
Once you start worrying about search engine spiderability and rankings, it's good to consider getting a "real" hosting account to host the domain; The free hosts are restrictive at best, and will frame your site, throw pop-up ads at your users, and cause search engine listing problems at worst.