1. Install version 352 of MzScheme. (This is the version we use. Don't use the latest version. There is said to be some bug/feature in it that breaks Arc.)
Arc3F has a launcher script for Linux which is supposed to work with any sufficiently Unix-like system (it's tested and works with GNU/Linux, specifically Ubuntu Hardy Heron; AFAIK the others here don't have problems, so it'll probably work with a large enough percentage of GNU/Linux systems). It also has a launcher batch file which is supposed to work with Windows; eds and b0R_ report that they have managed to run Arc3F with that batch file.
You are not supposed to use mzscheme -m -f with Arc3F, although I haven't actually tried; it might work.