Cooling down after playing is also important. You can still use the limb after it is sprained, but it will hurt. The pain and swelling are usually localized to the area you've hurt. Properly treating a sprain takes time. Sports medicine experts suggest you follow the RICE approach they use.
RICE stands for rest, ice, compression and elevation.
Rest to let the swelling go down and use ice to help reduce the swelling. Don't use heat until the swelling has stopped. After about 48 hours of rest, start moving the injured limb. You may need to use some kind of compression device like a brace or tape to support it while you move it gently. Finally, keep it elevated while you're resting.