Until Paint.NET has the ability to draw lines with arrow heads, I have created this effect.
I really wrote this as a way to learn how to draw anti-aliased lines. If you find it useful, great. Just be aware, Rick has stated that Paint.NET will have the ability to draw arrows with the next release (3.x) which will be out in a month (or two at the latest).
You can download the precompiled effect DLL here: Arrows.dll
Just drop this file in your \program files\Paint.NET\effects directory and you should be all set.
1. Use the color wheel to select your primary color. This is what this tool uses for the color of the arrow to draw.
2. Select the paint brush tool or the line drawing tool and change the brush width.
3. Using the rectangle select tool, draw a selection from the desired starting line point to the desired ending line point.
4. Click the Effects menu and choose Arrows...
5. Now you should be able to see the arrow. Adjust the settings on the dialog box for your desired arrow type and click OK to finalize the arrow.
I hope you find this effect useful.