Bruising when I scratch around an insect bite, what's wrong?

Insect bite bruise. Insects often inject a tiny little bit of anti-coagulant 'venom' into the area when they bite you so it is easier for them to suck your blood. This causes a tiny little bruising right in the area as the blood doesn't clot back up as easily, and thus the brusie with scratching. Nothing to worry about.