We've had this happen a few times. A big bruise forms, almost immediately, right?
I actually don't know why it happens - I assumed we'd hit a vein or something - but my daughter was fine after the shot (besides the bruise!).
Sorry, that's not very helpful, but just wanted to say we've had it happen without adverse effects. I didn't do anything, but calling Humira or asking her nurse when you're there next time might give you more info.