I am going to start taking protein, most likely whey shakes, but dont want it to go to my stomach. How do I make it go to my arms and not around my waiste? Is the answer simply just running?

you cant, it depends on body type. if you have a tendancy to gain large stomach eat low fat foods.

If you want bigger arms, you'll need to do exercises to add more muscle to your biceps and triceps and be sure to hit those shoulders, too.

Just adding protein is not a magic bullet. You need a diet that is balanced and tailored to your goals, you need to workout properly (with weight resistance) and you need to have great genetics to get big muscular arms.