Hi TimTalked a technophobe friend through this yesterday. Go into your account, select 'My Ticketing Account' and select the 'Tickets' tab, which should be the second one after 'Welcome'. You should have the Arsenal ticket there.
Select the check box on the left, which should then have a tick in it. The 'Print Ticket' option, which was greyed out, should now be available. Pick that, select the check box again and hit 'OK' below it.
Another box comes up, hit 'OK' again and you should get the message 'Printed Successfully'. A few minutes later you should get an email with the ticket attached as a PDF.
I am with all the way following your instructions, however when I tick the box there is still no "print icket " option displayed.