Map 39 is the GM Special Arena
Map 40 is the Normal Arena (which you are looking for)
To change the Arena into a PVP zone you will need to go to:
X:\SHAIYA_SERVER\SERVER\PSM_Client\Bin\Data\
(X being your drive where you have your SHAIYA_SERVER files)
Then open up your Map.ini and scroll down to [SET_ZONE_40]
[SET_ZONE_40]
MapType = D
RebirthMapPos1 = 40, 128, 3, 82
RebirthMapPos2 = 40, 58, 3, 82
WarType = P
This is what it should look like (Being a Non PVP zone)
To make it a PVP zone take off the WarType = P
[SET_ZONE_40]
MapType = D
RebirthMapPos1 = 40, 128, 3, 82
RebirthMapPos2 = 40, 58, 3, 82
Then restart your server.