Interesting. I see the same thing happening with my arduino ethernet: every time it wants to talk to its target web server, there is an ARP request. Mind you, there's a bunch more ARP requests going on that don't make sense either - some of them generated by the router, and my Mac and XP box seemingly can't remember each others MAC address. I suspect that the same thing is going on with my wifi shield too but I can't see that traffic with wireshark.