At your windows computer you already have Arena installed. You should then download and install putty at this machine. Putty is a ssh client for windows, which is very popular. Putty download. The ZIP file containing all the binaries should be a safe choice. Just download and extract these binaries to a folder on your system. For the rest of this document I will assume you extracted these files to c:\putty\ but it may be just as natural to put them in c:\Program Files\putty\.
Hint by Martin in 2013: Additionally, you might want to downlaod the very useful program WinSCP for easy file transfer from an to the Linux machine.
Then we need to connect to the Linux computer. Start putty by double clicking on the putty.exe file you just extracted. A nice dialog box will appear.
In the Host Name (or IP address) box in this dialog, you simply type the host name ot IP adress of the Linux computer. Of course this computer has to have a ssh server running. If it is not running a ssh server, you can usually install it quite simple if you have administrator right to the machine. Read the instructions for your distribution or search the net. If you don't have a ssh server running, you should talk to the administrator.
Click on the Open button and a terminal window will open and prompt you "login as:". Type your user name and the then type your password when prompted.
If everything is fine you should now logged in to you Linux computer for the Windows computer.