Should I file a Health Insurance Appeal?

I am self employed and I work full time for one Company as a consultant. While leaving their office one day I twisted my ankle and fell. I saw my doctor and assumed it would be covered by my health insurance. The claim was denied. I found out after the fact that the insurance company had sent a letter to my husband asking about the injury to my foot. Without even asking me or letting me know he filled out the form telling them it was a job related injury. So the claim was denied because it was deemed a claim for Workman's comp. I believe this was not a job related injury. I just happened to twist my ankle walking to my car, does it make any difference where I was at the time? It had NOTHING to do with my work and no one was at fault. I am thinking of filing an appeal based on the fact that I was not the one who filled out the form they are basing their decision on and I believe it is not a workman's comp issue. Am I wrong about this? Is it automatically workman's comp because I was at this company's place of business? And if so, should I ask the company I consult for to pay this bill or am I responsible to pay this out of pocket? Or is it just a simple injury that should be covered under my health insurance?