Jenna Lee and Leif Babin
Chris and Darcie Siiteri/Innovative Photography, Austin
07/05/2011 AT 08:45 AM EDT
Walking down the aisle on July 3 at Old Glory Ranch in Wimberley, Texas, Fox News anchor Jenna Lee was anything but an emotional bride.
"At first I was worried I wouldn't be able to keep it together," the co-anchor of the show Happening Now
tells PEOPLE. "But once the moment arrived, I didn't shed a single tear!"
Instead, the day was filled with laughter and applause, as Lee, 31, wearing a gown by Lazaro, exchanged Christian vows with Navy SEAL Leif Babin, 35, in front of 225 guests.
Following the ceremony, the two joined their guests for a Texas-inspired celebration that included the state's official bread Pan de Campo, as well as hamburgers, sliders, sweet potato fries with Habanero ketchup and an assortment of cupcakes for dessert.
The couple, who shared pink margaritas on their first date, also treated their guests to frozen pink margaritas from a margarita machine.
"One of the most fun parts of the night was to sit down on the stairs in my dress and watch everyone have such a great time," Lee says of the reception, which also featured lanterns hanging from trees.
A deejay kept the newlyweds and their guests dancing until midnight, when Lee and Babin were sent off in a 1946 Mercury convertible
surrounded by their guests holding sparklers.
"Walking down the aisle to Leif is a dream come true," says Lee. Adds Babin: "From the moment I saw Jenna, I knew she was incredibly special."