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My experience with acetone is that the specimens get very brittle after the treatment. This is especially a problem with smaller, more delicate specimens, so it can get almost impossoble to pin and mount them without breaking of heads and legs. So, make sure you have already pinned the specimens before soaking them in acetone! (This is what Eric's reply also seems to imply, but I thought I'd just give an extra warning...)
As a alternative you may also use amyl acetate. I use this for treating specimens that have been on alcohol: it avoids the specimens from shrivelling up, and as an extra bonus it degreases them. Amyl acetate is smelly stuff (not a bad smell I think, though), so be sure to ventilate very well when you use it.