"arr" is a folder inside your stardat and broodat archives. I believe SCXE requires broodwar installed to work. If you don't have broodwar, well, you can't use it. If you do, you might want to try directly extracting your data MPQs (stardat and broodat) off the original CDs into your SC folder. To do this, get a MPQ viewer such as winMPQ (
http://shadowflare.gameproc.com/) and the listfiles (I'll attach them) and open the install.exe file on your SC and BW CDs with the MPQ viewer, find stardat.mpq (on the SC CD) and broodat.mpq (on the BW CD) and replace the ones in your SC directory with those.
Or you could probably just reinstall SC...
If you only want to set 255 upgrades, you can use StarForge (
http://teamse.x-boxnight.com/editors.htm) without having BW installed.