I'm downloading Arrival now. It's available in certain parts of the XBox live Marketplace, though not on PS3 or PC.
To get it go through the following menus on the 360: Add-Ons & Extras > Add-Ons > Titles A-Z > M > Mass Effect 2 > Extras > See All Extras > Newest
It should be on top. It's 780MB, about half what I remember Shadow Broker being, though that's probably because Shadow Broker had a couple of FMVs.