Ozone therapy risks??

I am thinking about going to an alternative doctor and getting ozone therapy. The substance itself does not concern me because according to what i have read it can either help or do nothin. The only thing that concerns me is the possibility that threre is a little possibility it causes Air embolism. That happens if a bubble of air reaches de heart. But according to doctors that practice that therapy that it is unlikely because it is first mixed with a sample of your blood and once it is disolved it is put back in your blood stream,... you what do you think???