Who the heck gave that shot??!! I would seriously consider NOT taking your dog back to that particular vet! They don't know what they are doing, and if a student,should have had a fully qualified vet with them at consultation.
I am not a Vet but it should be ok. Not unusual fir there to be a lump or some soreness. However, do keep an eye on her and the lump. If it gets larger, it should be checked by a Vet to make sure there is no abscess.