It is safe
Anthrax vaccine is used for military personnel and laboratory workers.
Some experience mild discomfort at the vaccine site- redness, tenderness, itching etc. About 10% develop some fatigue.
Allegic reactions are very rare (less than 1 in 100, 000). A good place to learn about vaccines is the vaccine information sheet (vis) www.Immunize.Org/vis/anthrx03.Pdf.