The best way to shoot indoors sports in most fairly evenly lit gyms/rinks/arenas is to set exposure manually. It gives you the most complete control over shutter times, aperture, and ISO.
Keep in mind that manual exposure will be more accurate than automatic metering under flickering lights such as those found in most indoor sports arenas and outdoor ...
If you are shooting ice hockey the exposure is probably biased by the white ice. Before you spend any money try to use the camera's exposure compensation to make the pictures lighter.
The Wikipedia article starts with an example which is pretty close to your problem (shooting snowy mountains).
Here are some more explanations on exposure compensation.