I don't know much about pump infusion sites- but I know that the main complication that people see with them would be infection. These are some of the signs of infection at the site:
• Elevated blood glucose levels (unexplained)
• Redness at the site
• Heat sensations around the site
• Swelling under the skin
• Pain, discomfort or itching
Sometimes you can also have an allergy to the adhesives used or even the coating on the needle- I know allergic reactions can display themselves in different ways. I'm not sure if the pulsations feel like anything that could be an allergy, but I figured it would be worth mentioning- just in case.
I'd give your doctor a quick call just to mention it- I don't believe it's anything to worry about, but you want to make sure to check it out if it's ongoing.