This is very common. It is a reaction at the injection site. Message the lump daily. It will take about a week for it to go away. Just make sure to watch for any kind of abcess. If the lump get squishy, larger, or feels inflamed, have it checked by your vet. Some dogs seem to be more sensitive than others. I wouldn't panic, but if it would make you feel better, have your vet check them out. It is always better to be safe than sorry.