You may encounter some issues with Arnthak, if your PC has been set up in a strange fashion, etc. Also, Java can be a tricky, annoying beastie. If you are having trouble with getting the game to run (normally, this is expressed as the game disappearing immediately when you attempt to run Arnthak.bat) you can check the error message by running it from within a command prompt. Here's some thoughts:
If you encounter the error "java is not an internal command, external command, program or batch file." - this likely means that you haven't instructed Windows where Java is. A better description of this problem is available here, but let's look at some options:
So, looking at option 1 for a second, there's a dos command to set the path. This is: SET PATH=xyz where xyz is your path to Java's \bin\ directory. This is ok, but when you download new copies of Arnthak, you will overwrite the batch file - meaning you have to make this edit for each update!
Looking at option 2, we have the option of setting the path under windows (other OS'es, I'm not so sure on, so you'll need to have a poke around).
If you encounter the error "Exception in thread "main" java.lang.UnsupportedClassVersionError: Arnthak:", your version of java installed is older than that with which I compiled the game. This is relatively simple to fix by updating your local copy of Java.