Just wash your sheets in hot water. They will be fine. Not likely that they laid any eggs. When you take your dog out try to make sure it doesn't go into bushes or tall grass. Those are the types of places that ticks hang out. As soon as they come inside run a flea comb through their fur to catch any ticks that may be loose in their coat. Be ready to crush the nasty little critters with something if you find them. They are much harder to crush than a flea.
I used Frontline Plus on my cats last year and the ticks seemed to thrive on it. The cats would still come in with fully engorged ticks on them.
Unfortunately, that was the only company that sold tick preventative for cats so the flea comb was my only option. I have heard that Advantix works well for dogs. It will not keep ticks from getting on your dog though so they could still bring them inside your house. I would still use the flea comb when coming inside.