How to handle 'external' dependencies in scrum?

Question

If you've planned a number of user stories for a sprint and one candidate story is dependent on some external provider delivering something to your team. For example an online service provider adding a new API call to their system or enabling your test account on their system or suchlike.

You know it's coming 'soon'.

Do you go ahead and add the story to the sprint hoping they'll deliver what is required in time for you to complete your story or do you wait till the next sprint, when you know it will be ready and you can start immediately even if it means not starting the story as early as you could.

If the former how do you handle 'unearned' story points lost because of the dependency? partial credit (eek!) or take it on the chin.