I think you did the right thing. Yes, shooting it would have been better, but if you whacked it hard on the head, the thrashing about was just the nerves reacting - I doubt it was in much pain. Very horrible for you to watch though.
My dad once had to do similar to a baby rabbit we found while on a walk - it had been in an accident and its guts were hanging out of a big gash in its side, no way it could have survived, it was sitting there panting with a glazed look in its eyes. My dad did the only thing he could do - picked up a rock and hit it on the head. He knew he couldn't do anything else, but he still cried (has a bit of a soft spot for rabbits, my dad).
Sometimes we do what we have to do - we may not like it, but that's the way it goes.
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