Tomio, Microsoft Word for Mac OS X does not support Arabic. In order to type in Arabic you'll need other software, such as Nisus Writer Express (which is developing into an excellent app especially with their latest Beta release); Mellel, NeoOffice/J, Abiword or the like. For a student, I'd recommend Mellel inasmuch as it works, it's stable and it is very reasonably priced. I tend to use Nisus Writer Express.
Tom Gewecke, who has already posted one reply in this thread, is the guru for all things related to languages on your Mac. Check out this link:
http://hometown.aol.com/tg3907/mlingos9.html which will tell you everything you need to know and more.
Best of luck with your Mac and with Arabic.
DXB Law