Many horses are uncomfortable walking into water of any kind, Karen. One fun, creative way to begin the process of making your Arabian comfortable around water is to let him figure it out on his own.
Begin by putting an empty, very low kiddie pool in his stall during feeding time. Be sure the pool has a non-slip bottom. Fill it with his shavings and place it so he needs to step in it to get to his grain bucket. Let him work through having to step into it in order to obtain his grain. Make sure you are there to observe, and remove the pool when he is done eating. Once he is comfortable stepping in and out of the pool, add some water to the shavings. Slowly increase the amount of water in the pool until he is stepping in and out of three to four inches of water.
You can then take the pool outside and continue the process there—again, letting him step through the water to obtain something tasty. Finally, begin walking him through the pool while you are on his back.