Don't worry, it's only a metaphorical nosebleed . . . which, in Japanese slapstick, happens when a person (in this case Jess the Integra fangirl; the other one is Jenn) is turned on.
Disclaimers: Hellsing isn't mine - it's copyright by Kohta Hirano, Gonzo Animation, Geneon Entertainment, and probably some other folksI've missed. So please don't sue me. // And Shine Heaven Now is hosted on the very awesome ComicGenesis.
For Google's benefit: hellsing // miserable failure // truth