My baby has just her second lot of needles 4days ago and now has a lump on her leg. Is this normal?  

Little lumps are ok. Young babies don't have much leg muscle yet. Sometimes after a shot, there will be a lump in the leg muscle for a few days to a couple of weeks. If the lump is big (more than 1 inch wide), seems to hurt a lot, is warm and reddened, or is causing the baby to fuss a lot, a return trip to the doctor for a re-check is recommended. Getting more than one shot in each leg may cause more symptoms.
Hot or cold. It can be normal for there to be a lump at the injection site. However, if it is warm, red, and getting larger, it needs to get checked out by a physician.