The acupuncturist uses very thin, hair like needles which are inserted at specific points on the body.
One Western explanation for how acupuncture works is that the needle acts as an irritant and stimulates an immune response. Though this is clearly part of the answer, it is not the entire picture. Many studies have demonstrated that the quality of acupuncture results are point specific. Just eliciting an immune response on random locations may have some benefit, but it does not produce the great results that we see when it is properly administered.
The first acupuncture needles used were actually made of stone. Today the needles are made of stainless steel, used once, and disposed of.