Please help me in buying and selling of shares (type of order).?

I had 10 PNB shares in my demat ac. i checked (allcated ) those share for sale. Then filled the sell order form. while filling this form one has to choose from delivery or intraday. By mistake or better is by ignorance i chose intraday option instead of delivery. As result my broker SBICAP securities purchased 10 more share at highest value and sale those share at market price. And my demat share were as it is. is it the procedure and rule please explain me as well as what is intraday . Thanks.