Download normal version of Minebot Arena
This version may be claimed as a virus (it isn't), and may have issues with mouse movement on some machines (particularly newer versions of Windows), but it comes in a convenient single .exe file that can just be placed anywhere, like your desktop, and ran directly without needing to maintain a separate folder for it.

Download updated safer version of Minebot Arena
This special version has updated code for properly handling mouse movement on newer versions of Windows, and is less likely to be falsely flagged as having a virus or trojan. However, it is a larger download, and it requires setting up a folder containing multiple files in order to work properly, and you'll probably want to manually create a shortcut to the Minebot.exe file for conveniently launching it.