You need to keep a close eye on the bump and if it gets any bigger you need to take her back to the vet. My sister's yorkie developed a bump after her shot a couple of months ago, and the bump kept getting bigger and bigger. My sister took her to the vet, they did a biopsy, and determined that it was a Staph infection!
Sophie had to be on antibiotics for a week or two, but the bump went away. So, just watch it to make sure it doesn't get any bigger. Otherwise, I wouldn't worry too much about it.