If your installation of Word includes Arabic, you should be able to
install the necessary files (via Add/Remove Programs in Control Panel)
and then enable the desired langugages (see http://homepage.swissonline.ch/cindymeister/LangFmt.htm).
If you don't have Arabic installed, or the option to install it, you
will have to get the language-specific files first. For Word 2003, there
is a Proofing Tools CD that you can buy--though I have to admit I don't
know if it is still available (since the release of Word 2007).