Do you have antivirus turned on?
Can you get into the other online arenas?
Also try this for the map in the main arena, currently Montis.
Currently, to download a terrain, simply go online and create your own arena.
In the arena creation window, you will have a chance to chose a terrain. Select the terrain you wish to run in the arena. The game will download and install the terrain for you.
Once your arena is up, simply close out of it and you will have the terrain.
