+1 for the Protec skateboarding helmet. Light, cheap, snug fitting, and guaranteed to protect against bumps. Find a matt black or take some fine grain sandpaper to a gloss version.
Sure you may get shot through the vent holes now and again, but its worth it to keep your head cool.
]
I wouldn't go to an indoor game without one. Apart from the protection against bumps / falls getting shot in the head on a regular basis at close range is not too enjoyable.