My husband sent me money through Western Union to purchase a few things for our wedding etc..is it a good idea to show that WU reciept an explain why he sent me money? ( I am the sponsor...)
Yes, proof of financial support is good, and explaining (and showing the receipts if possible) what you spent it on is good too.
The only potential problem is if the applicant sends a lot of money to the sponsor - which might look like the applicant is paying to be sponsored. I've seen this be an issue with an applicant from Nigerian (high suspicion of fraud in any case), and also one from China where the applicant gave the sponsor $20,000. If it is a reasonable amount, though, it should be seen as a positive.