Your first step should be to talk to your vaccine supplier or vaccine district rep. These rep guys travel the countryside selling their wares and would be more than happy to talk to you about proper vaccine care and administration. Your feed dealer can probably put you in contact with a vaccine rep. My feed dealer often has customer days where several speakers will come in and explain products and how best to use them (he usually serves steak at these meetings). Talk to your vet also, he charges enough and advice is the only free thing you'll get out of him.
But to answer your question, in my opinion: Heat kills vaccine. Look at the storage instructions on the label, it always says to keep it refrigerated. When you're working cattle keep it in a cooler on ice and out of the sun (the sunlight can damage vaccine also). When you have to mix a vaccine (the two step style, live/modified live?) you have about an hour to administer the vaccine before it starts to degrade, it is pretty much worthless after a few hours. Don't worry about injecting cold vaccine into an animal, it's better to have cold effective vaccine than warm/hot and ineffective. It's okay to put your vaccine in a pocket and go out and use it, just don't carry it around all day. Understand what you are working with. Hope this helps.
To take this one step further, some feed companys and vaccine companys are forming an alliance to help sell your calves. In my area we have a coop between the salebarn, feed and vaccine companies. On certain days the sale barn will only sell calves that have been preconditioned according to a specified weaning/vaccination program. It works well for all involved.
"Was the medicine colder than at least room temperature? I did that to a holstein once. Didn't wait till the dose was warm and she dropped like an 1800lb rock. Like Dun, I always have a bottle of epinephrine on hand. "
In one of the earlier posts, the above statement was made. Guess it depends on the medication and method of injection maybe?
I always keep my vaccines/anitbotics refrigerated and administer shortly after removal from storage. So far I haven't had any trouble. I also have a bottle of epinephrine on hand, just in case though.