I would consult with your doctor. You could give them a call and at least talk with the nurse. It may be a mild reaction now but it could turn worse next time, and with a compromised immune system, that's not a good thing.
That's very good advice, Mocha. If there is an allergy, it can be much, much worse the next time that neupogen is given.
Here is the official site:
http://pi.amgen.com/united_states/neupogen/neupogen_ppi_pt_english.pdf
Among other things: "Serious Allergic Reactions. NEUPOGEN can cause serious allergic reactions. These reactions can cause a rash over the whole body, shortness of breath, wheezing, dizziness, swelling around the mouth or eyes, fast pulse, and sweating. If you or your child starts to have any of these symptoms, stop using NEUPOGEN and call your doctor or seek emergency care right away. If you/your child has an allergic reaction during the injection of NEUPOGEN, stop the injection right away."
I just saw this, from the PDR:
"Do not take Neupogen if you are allergic to other medicines made using the bacteria E. coli."
http://www.pdrhealth.com/drugs/neupogen
There must be a list somewhere of similar medicines.