Right click on your shortcut and go to PROPERTIES; click on the Shortcut tab; after "Start in:" have this entered (x represents wherever you have it installed):
"x:\Program Files\Bohemia Interactive\ArmA\beta\arma.exe" -nosplash
Or if you are using 1.07 beta:
"x:\Program Files\Bohemia Interactive\ArmA\beta\arma.exe" -mod=beta -nosplash