You just need to install the Houdini engine into Arena as a UCI engine. Just read the Arena Help file (Installing engines). Oh, and you'll probably want to go into the engine configuration menu after installation and tweak the engine settings.
Can anyone help me with info on downloading a program from here?

I'm trying but all I get is a message saying page cannot be displayed. But clearly I'm able to get online or I couldn't post this.

You mean you can't see the Arena Help page? I heard that's a problem for Windows 8 users. Hold on a sec, I'll see if I can't cut and paste some stuff.

Installing Engines
In order to use engines in Arena, they have to be installed. If you installed Arena with a setup program, you will have at least one engine already installed.
The easiest way to install an engine in Arena is to drag the executable file (. exe) onto the Arena window.
Another way is to select Engines Install New Engine. Then you will be asked to select the location of your new engine. Select the engine executable file (*. exe). After having done that, Arena tries to figure out the author, protocol type etc. of this engine. If Arena does not know the type (UCI or WinBoard), you will be asked.
The engine is installed now. Arena asks you then, if you want to start it right away.
If you need to change engine parameters within Arena, like command line parameters, go to Engines Engine Management
Details .
You can install Engines also in the
or with a little help (especially for a lot of engines at the same time) of the

Installation Wizard
This wizard assists you with installing WinBoard and UCI engines.
You can start him via engine management under the tab sheet "Details".
First you select a folder under which the engines are to be searched. This folder will be scanned for executable files (. exe) with all sub folders.
Now all found engines are shown. You can now select all engines you would like to be installed.
The following window shows you, if engines are already installed in Arena.
Then you can select with which protocol the engines are to be run. The intelligent method uses the 'engines.ini' file to determine the type of engine. This is the recommended method.
With a click on "Finish" the selected engines will be installed.

I haven't tried this, but maybe you can hunt for some freeware that can convert the English.chm file (Arena's Help file) to either html or pdf.

I'm trying but all I get is a message saying page cannot be displayed. But clearly I'm able to get online or I couldn't post this.
Maybe I should explain this a little better. When you click on Help in the Arena menu, it actually tries to open a help file that's located on your computer's hard drive. The help file's name is English.chm, and for me, it's located in the "C:\Program Files (x86)\Arena_3_0\Readme" folder. (The chm file extension means it's a compiled Html file.)
Opening this file works great in Windows 7, but it seems Windows 8 can't open chm files...which explains the problem you're having.
I did find a freeware program (NorthBright CHM Tool) that can convert a chm file to a bunch of separate Html files. I tried out the program, and it did work for me. The only thing is that I don't know if the program runs in Windows 8. You could install the program and give it a try. The big disadvantage of doing the conversion is that you'll end up with 88 separate Html files, and you won't really have any indexing or search capabilities to speak of. But it's better than nothing. Here's the link to the tool.
http://www.northbright.com/chmtool/index.html
Actually, if you don't mind using the more complicated Dos command-line, you can do the same thing using the hh.exe file that's included in Windows. Here's a link that gives the basics:
http://www.help-info.de/en/Help_Info_HTMLHelp/hh_command.htm
(See the "Example of using HH.EXE to decompile a CHM help file" using a Dos window in the above link.)

I've now been able to get Houdini_15a_w32 143MB (that's how it's listed) loaded onto Arena 3.0 and am still messing around with it trying to figure it out. I'm wanting to have it analyse my tournament games by me making the moves for both sides and see its numerical evaluation as each move is made. I should be able to do that, right? How strong is it? I know Houdini 3 is about 3250 but I'm sure a lot depends on the computer it's on. Also, can I get a database on there?

I've now been able to get Houdini_15a_w32 143MB (that's how it's listed) loaded onto Arena 3.0 and am still messing around with it trying to figure it out. I'm wanting to have it analyse my tournament games by me making the moves for both sides and see its numerical evaluation as each move is made. I should be able to do that, right? How strong is it? I know Houdini 3 is about 3250 but I'm sure a lot depends on the computer it's on. Also, can I get a database on there?
"I'm wanting to have it analyse my tournament games by me making the moves for both sides and see its numerical evaluation as each move is made. I should be able to do that, right?"
Yes sir! Once you have one of your games loaded, you can either analyze the game manually for each move, or the entire game automatically in one fell swoop. For auto analysis, use menu items "Engines" -> "Automatic Analysis...". If you want to analyze manually, just click on the Edit button located on the navigation bar in the middle of the screen.
"How strong is it?"
It's only slightly weaker than Houdini 3. Unless you're playing them against each other, you'll never notice the difference.
"Also, can I get a database on there?"
You can use PGN databases with Arena. However, Arena's database capabilities are basic -- Nothing fancy.
Hi all. I've attempted this in the past and just forgot about it until now. Well, I got a laptop and wanted to load an engine on it since I dont have one and thought it might help me analyse my tournament games (after I annotate them myself). I tried downloading houdini 1.5 from here and all I get is a black screen that doesn't do anything further. It's as though I'm supposed to type something, a command maybe, into it. I loaded arena 3.0 and houdini1.5a and what else am I supposed to do? Does anyone know what I'm supposed to do from there?