Hey Devnull, welcome to the forum!
If you can post a pic of it, or a link to it on the NB website we can take a looksee, but I'm gonna start off by recommending that you ditch the sparge arm all together and do a batch sparge instead.
There is a BUTT LOAD of info on Batch Sparging on this site. It is also WAY easier than fly sparging.
Again, if you decide to fly sparge that's cool too, just post a pic or link to what they sent and I'm sure someone will be able to help out.
Rob
EDIT - I just realized what they sent, and it will work, but if you paid for a sparge arm you got ripped. Tell them to either send you a sparge arm or refund you the difference.
That said, you can just attach the aerator to the end of a 3/8" I.D. tubing, long enough to hang inside the cooler. The hot liquor will spray all over the cooler. You may want to do a test run first with cool water though, to avoid real-time scalding of body parts
