Another thing, Bethesda has Arena for free download on their main page...it's very old and in DOS... I've been successful in getting X-Com/UFO: Enemy Uknown to work inspite of it being DOS, but have had zero luck with Arena. Can anyone help me out?
mbs, try DOSBox.
http://dosbox.sourceforge.net/
It's a DOS emulator that runs in Windows XP. It runs Arena and every other old game I've tried with it.