The original UML notation did contain arrows: specializing actor ----<<stereotype>> ---->actor, actor -----> use case, use case <----<<extends>>--- use case, use case ----<<includes>>----> use case. Some tools still support the arrows as an option, but most have moved away from that notation. Even the new Rational product (RRC) has an enhancement request to add the arrows as an option.

After looking at a few references, it appears that the UML 2.0 notation is unclear. The wiki for Use Case Diagram shows multiple notation examples (dashed with arrows, solid with arrows, no arrows, etc.) http://en.wikipedia.org/wiki/Use_case_diagram while the Agile site shows no arrows, no dashes, just associations.

So I wouldn't say "do not use arrows". However, I would caution on using them correctly as they can become quite confusing for the consumer of the diagram in larger models.