The website linked is not real page, just moddb page. Wikipedia says all official sites have been closed.
This program is now available online for free at abandonia.com.
Nerf Arena Blast (or NAB, sometimes Arena Blast) is a first-person shooter developed by the now-defunct Visionary Media Inc. in 1999, and was touted as a "family-friendly alternative to Unreal Tournament". The game was supported by publisher Hasbro Interactive until that company gave its rights and properties over to Infogrames, which subsequently removed all references to the game from their website except for a small support page. -Wikipedia