I am going to just assume that you will come back to this tread when you realize that just training arms is not yielding the resuts you wanted, and you will find this post. I am also assuming that you are like 20 years old or less, and have spent a very limited amount of time in the weight room (forgive me if I am wrong). I would like to apologise in advance for my thoughs being scattered, but bear with me, if you are a total newjack, this will save you a lot of time.
You may like your arms, but women love legs and back (squats and deadlifts) no matter what they tell you.
There was a thread on here a while ago and someone said something like 10 lbs gain total usually yields an inch on your arms (if it is good weight gain). And the fastest way to gain weight in my opinion is to squat properly.
Also in my opinion, it is pretty pointless to only want your arms to be bigger. It will look goofy if the rest of your body is lagging. Women make fun of guys with huge chests, and arms, and no shoulders, back, and legs.
If youre not busting a nut on your last few reps of each set, then you arent working hard enough to grow.
When you do go into the weight room, dont be shy about lifting. Everyone there is doing the same thing (ie trying to get larger/stronger) and everyone started somewhere (so if you are self conscious about your arms, remeber that the 200+ lb guy next to you with 18 in arms was also at one point too). Being consistent will be the optimal route for growing, no matter what you decide. Also if you go in the weight room and work hard, people will come over to talk to you and help you out if you are doing something seriously wrong. If they are bigger than you, generally they are trying to help, get their name, be respectful chit chat whatever, but be all about business too. Work ethic is the most important thing.
Another standby for all people looking to gain weight is:
Lifting + Eating + Sleeping = Growing
Take one out and you will not get growth. You must sleep and eat properly otherwise you are spinning your wheels going to lift 3+days a week.
Granted, Im not too big myself, but this should at least get you moving in the right direction as it is doing for me currently. The best places to look for information are in the sticked threads (usually the first 4 or so posts in each forum that have a mark next to them). Look for beginners programs and pick one and stick with it. You will see results and want to keep going back and eating right to keep your gains and make more. It will eventually be addicting. If you have any particular questions just ask. Again, everyone starts somewhere and your problems are not unique.
Also remember that everyone is different and some things will work for some and not so well for others. Find what works for you and work your ass off. Hard work always works.
One good idea to keep you accountable and making progress is to create a training log on here and keep up with it. People will stop in to keep you accountable, comment on your results, and offer advice. It is a fantastic tool.
Good luck on your start. Congratulations on finding the one place on the web that is dedicated to results, and not finding some kind of new revoutionary way to do a one legged bosu ball squat while simultaneously doing dumbell raises to get jacked and lose weight simultaneously to get teh abz. People on this forum will offer solid advice that will get you moving forward toward your goal.