Summarize this article:

Some soreness after an injection is normal, but it also sometimes be a sign of infection or allergic reaction. Monitor the skin after injection for any signs of a serious reaction.  Mild reactions are very common and come in the form of a lump or swelling around the site of the injection. This may last a few hours, but might also stay for up to a week. If you notice hives, rashes, or swelling that occurs anywhere outside the injection location, such as the head or shoulder blades, seek medical care. This is a sign of a severe reaction and requires medical care. Reactions to injections, especially vaccinations, are very common. For the most part, the benefits outweigh the risks involved. However, your dog may exhibit a number of mild symptoms that should go away within a week.  Fatigue and a low grade fever are common reactions to an injection. Your dog might be lethargic and have a low appetite during the days following an injection.  Your dog might also be sore in the area surrounding the injection. Be careful handling him after his shots, especially if you have any contact with his shoulder blades. Severe allergic reactions are rare, but can occasionally occur. If a severe allergic reaction does occur, it will usually be within 20 - 30 minutes of giving the injection and the most common sign is collapse. If your dog exhibits any of the following symptoms, seek immediate medical care:  Vomiting Diarrhea Lameness Collapse Seizure

Summary:
Watch for skin reactions. Understand reactions are common. Know when you need immediate veterinary care.