What causes those lumps that I sometimes get after a shot?

It could be that you've injected too frequently in the same place or that you're allergic to the kind of insulin you're using or both. Try to be more conscientious about rotating the injection site and, if the lumps don't stop appearing, tell your doctor, who may change the type of insulin. For example, you might be put on pure pork or on one of the newly developed "human" insulins, the genetically engineered kind that is supposed to eliminate allergic reactions.