Font 'Arial' is not available to the JVM
Java asks the OS to provide the fonts. How that works depends on the OS.
http://en.wikipedia.org/wiki/Arial states its is installed on MS-Windows and MAC OSX
If you don't want to go through the hassle of downloading jars and what not, just go to software-center and click install Ubuntu restricted extras. This package will install not only MS Fonts but other supports for applications with restricted copyright.
This works for Ubuntu Systems.