It doesn't matter any more.

If anyone has problems to get arena to work, install Dosbox and download

http://theelderscrolls.wiwiland.net/?title=Arena_:_ArenaSetup_EN

the game here. You should also check out this:
http://www.gamesas.com/index.php?/topic/479044-how-to-get-the-past-games-to-run/

...

What exactly is the problem?

Arena doesn't have multiplayer... You're clearly on the internet now, able to download the game, so I don't understand what issue you're having.

AFAIK, the file you download from Bethesda is already the latest official version of the game. All you need to do is run the game via DosBox and then CTRL+F12 a few times to get it to run at the proper speed.

Thanks for the response, but this wasn't my only question.

I tried this toi. Had no trouble, as the UESP page explains it. But Arena is from before my time, the gameplay is too simple. And that Goblin and the Thief in the starting dungeon is always killing me!
Removed it rather quickly, same with Daggerfall. Who puts a ghost immune to normal weapons as the third enemy I encounter in the tutorial?

That's the problem, the UESP page explains nothing.
Did you need to change the Dos Box settings to download it? It always says "Connection failure".

I understood it as that the UESP explains it well. Check the specific page about DosBox and the way to run the games are listed there.
And if you can't download, either it's your net, or use The Arrrrr!. It can be downloaded legally through the Elder Scrolls page, so it's no problem.

Instead of mucking around with configuring DosBox manually, you can download a Windows installer package here:

http://theelderscrolls.wiwiland.net/?title=Arena_:_ArenaSetup_EN

It installs like a normal Windows app, and has DosBox pre-configured with settings that should work fairly well on most systems (you would still need to tweak for your individual system, but this should get you up and running at least). Also comes with the patch and everything all included.