What kind of worms could these be?

My 11 year old daughter came home and showed me what I had thought was a mosquito bite on her leg. She said while she was watching a softball game it was really itchy, she scratched it, and two small white worms came out. She said she also saw one climbing around on her other leg. WHAT THE HECK COULD THIS BE? We put peroxide on the bite-looking thing on her leg but otherwise don't know what to do.

She was swimming in a lake in northern Minnesota about 2 weeks ago. Otherwise I have no idea where this could have come from. She has no other symptoms.

Any ideas?