What actually causes the sore and itchy welts on skin from mosquito bites?

OK, so I usually never get bitten by mosquitos. But there are those rare times like tonight, when they literally eat me alive! I have 5 or 6 huge red sore itchy welts on one arm, and about 2 on the other arm. None on my legs and I had shorts on. And it's bugging the heck out of me! I put alcohol and ice on the welts earlier when I first got them, and they shrunk in size a little. But the suckers are still very painful and itchy! And even swollen somewhat. I don't have any calamine lotion, what else would help relieve the soreness and itching? I've never had mosquito bites like this before and hope that those blood suckers weren't carrying anything!