I got quickly annoyed with the up/down/left/right keys for movement for Arena, as most games use the WSAD keys these days and easier for the arm. I tried this out for Arena. Arena does not allow you to modify keys, but DosBox does. If DosBox is only being used for Arena, this can provide you the ability to use WSAD keys instead of the default up/down/left/right keys. Below are six steps to accomplish WSAD movement.
Steps:
1) Open Arena
2) Press Control+F1. This opens the DosBox keys screen. This may look weird at first.
3) First, Arena uses two keys: A (pull out current weapon), and S (player's state / health). We need to change these keys to some other keys so we can use the WSAD keys.
a) Click 'A'. Press the Delete key on the screen to remove the current event. Click Add on the screen. Now PRESS 'G' on the keyboard, so we move 'A' to 'F'. I chose 'F' for "fight". It doesn't look like Arena uses the 'F' key at the moment. I could be wrong. It may feel more natural.
b ) Click 'S'. Click the Delete key on the screen to remove the current event. Click Add on the screen. Now PRESS 'C' on the keyboard. I chose 'C', but it could be any other unused key.
3) Click Save.
4) Now we set the WSAD keys. For each key (WSAD), press the Delete key on the screen to remove its current event, then click Add. For 'W', PRESS the up key on your keyboard. For 'S', PRESS the down key on your keyboard. For 'A', PRESS the left key on your keyboard. For 'D', PRESS the right key on your keyboard.
5) Click the Save button.
6) Click th Exit button to go back to your game.
You are good to go.
Small caveat: If you're starting a new game, and if you're entering your character's name, you will have to press the new key for some changed keys. For example, 'F' will be 'A', but it will also print 'F'. Generally it's not a problem if you remember the key you assigned it to, and you can backspace if needed. This is the only time when you're entering keys for text input. Besides that, it feels like you're playing any other Elder Scrolls game with WSAD keys. Enjoy!