When you scratched the mosquito bite on your leg, you most likely broke some small capillaries around the bite. Instead of scratching, next time wash your hands and nails thoroughly, and using one fingernail, firmly press an X into the skin directly over the mosquito bite. Be careful to not break the skin. This will help to dissipate the mosquito's saliva... the stuff that makes the welt and keeps you itching.
This is an indication that you have an allergy to mosquito bites. However, there is no need to worry since this can be treated. Aloe Vera gel is nature's perfect gift for treating mosquito bites. Calamine is also a good medicine to treat mosquito bites. Get more information about mosquito bites at http://sharkarama.hubpages.com/hub/Treating-Mosquito-Bites.