In "The Lottery," what is the significance of Tessie's final scream? What aspect of the lottery does she explicitly challenge?

"It isn't fair, it isn't right," Mrs. Hutchinson screamed, and then they were upon her.

The above is Tessie's final scream and the final line of the story.
Tessie challenges the lottery as, in her opinion, conducted unfairly in this particular instance.
She decides the procedure used is unfair once she is chosen as the human sacrifice. If somebody else had been chosen under the same set of circumstances, presumably she would not have protested and simply returned to her dishes after helping to kill the person.
Tessie is the type of person who supports cruel institutions or traditions because she doesn't believe they could ever hurt her. She is perfectly willing to go along with terrible things happening to other people as long as she is exempted from the suffering. But the moment it happens to her, suddenly, it's a problem and unfair.
The significance of Tessie's final scream is to show that protesting an unjust system is pointless once you're the target. By that time, it's too late. You need to stand up for other people and call out a practice as wrong on general principle ahead of time in order to be able to save yourself from it.

When Tessie Hutchinson hears that her husband, Bill, has drawn the slip of paper that means someone in his family will be sacrificed in the next round of the drawing, Tessie protests to the officials, saying "you didn't give him time enough to take any paper he wanted. I saw you. It wasn't fair!"
Tessie tries to avoid drawing but is reminded that "daughters draw with their husband's families." Again, Tessie complains that this is unfair, insisting that "Don and Eva . . . take their chance." Once she has drawn her slip from the box, Tessie's husband has to pry the slip of paper from her clenched hand. 
As the villagers surround her with their stones, Tessie first says, then screams, "It isn't fair!  It isn't right!" and then the others begin pelting her.  Tessie openly challenges the legitimacy of the lottery, while others are silently complicit or speak only in low voices that other communities "have already quit lotteries."