Add the following in your .vimrc file:
" Disable Arrow keys in Normal mode
map <up> <nop>
map <down> <nop>
map <left> <nop>
map <right> <nop>
" Disable Arrow keys in Insert mode
imap <up> <nop>
imap <down> <nop>
imap <left> <nop>
imap <right> <nop>