You might also want to use a Chinese preparation, Yunnan Bayou (I think the spelling is wrong), topically. It speeds healing, and is much, much better than arnica.
There are little to no risks associated with acupuncture. You might get a bruise and some soreness after a session, but that is about it.
Acupuncture has been gaining a lot of popularity amongst professional athletes and is being used more and more for sports injuries. In fact, many of the Chinese and American Olympians who competed in Beijing used acupuncture for sprains and strains. If acupuncture is working for you, then stick with it.