If you have a photo it would be most helpful...you are probably seeing broken blood feathers... what is causing the damage may be lice/mites:
http://anrcatalog.ucdavis.edu/pdf/8162.pdf
(excerpt)
COMMON POULTRY LICE
All poultry lice have chewing mouthparts and feed on dry skin scales, scab tissue, and feather parts.
They also feed on blood when the host birds skin or feather quills are punctured. Lice are commonly found on both the skin and feathers and can move from one bird to another when birds are kept in close contact. The louses eggs (nits) usually are attached to the feathers...."
here are some articles about that and what you should due (and how to recognize them from the other feathers):
http://p103.ezboard.com/ffeatheredfriendsfrm30.showNextMessage?topicID=14.topic
(What is a blood Feather? > a nice little article on this)
http://www.themodernapprentice.com/firstaid.htm
Bleeding from broken blood feathers
Apply cornstarch or flour to feather shaft and observe. Tissue glue, if available, may be used instead. Take care to avoid getting on surrounding feathers. If this fails to stop bleeding, take bird to veterinarian. Pulling blood feathers should not be done routinely because of risk of damage and prolonged bleeding from follicle, but may be required if feather is cracked or bent badly (bird may chew feather and start bleeding again.)
If veterinary care is not readily available and bleeding is not controlled:
Grasp the bleeding feather shaft firmly at base of feather close to the skin with hemostat or needle-nose pliers, holding wing firmly and pull shaft out quickly. If follicle bleeds apply pressure for 1 minute with thumb and index finger. If pressure fails to control bleeding from the follicle, apply cornstarch or flour. Gelfoam (obtain from avian vet) may be used instead of cornstarch or flour. In RARE situations, you may have to apply tissue glue over the Gelfoam to control the bleeding from a follicle. "