Hello Wolf8874,
Arena games are designed to be played online, it says waiting to join as you are tryign to join a server that is running your arena. In order to play your arena game, built, you need to send it to someone else and one of you will need to host the game, and one of you will need to join it. I believe joining is done via IP, so you will need to get your friends IP address, which can be done in various ways. An easy and simple way is to go to:
http://www.whatismyip.com/
This will give you your IP address.
The joiner will need to enter this and provided a firewall or a router doesn't keep you from joining, it should work.
Good luck to you.
- Damon