I guess you'll laugh at me now, <img src="/ubbthreads/images/graemlins/biggrin.gif" alt="" /> but there is a version of MS Word, where you can make pretty good arrows in it. I've used it.
If you look at my Review of Age of Wonders 2, you'll se another example : arrows made by WordPefect's program Draw. It was a hassle, though, not as smooth (in terms of usability) like the word-version, but I do not have word at home.
Just paste the picture into MS Word, and then use the drawing function. You have lots of arrows there, and you can rotate and bend them there, I think. Powerpoint has arrows, too. <img src="/ubbthreads/images/graemlins/winkwink.gif" alt="" />
I'm crazy, not ? <img src="/ubbthreads/images/graemlins/winkwink.gif" alt="" />