Hi Ahmed,
iPhone 4 already has Arabic language support. But you have to add an additional keyboard to read or write in Arabic. To set an additional keyboard just follow these steps.
Go to Settings ---> General ---> International ---> Keyboards ---> Add New Keyboard and select Arabic.
Simply press the 'world' button on your keyboard to change the language when writing an email or SMS.
You don't need to visit the store for this.
I'm Ahmed and I am studding on UK, I bought an iPhone4 from here because it is very popular and everyone says it is very easy to use it. Everything is fine except that I cannot write to my family because Arabic keyboard is missing from this phone...
Might I visit the store I bought it and ask for a new which has Arabic keyboard? Is there any other possible solution for this?