The pain of Shingles is a neuralgia, which means it's a disturbance in
the nerves themselves, so it's kind of unlike any other pain that one
usually experiences.  Most pains are traumas to the skin or to bones
or joints, etc.

Anyway, the closest thing I can think of is like having a light burn
or abrasion and then blowing hot air across it.  It's neither sharp
nor dull, but is IRRITATIING.  It doesn't throb but sort of glows, but
without any rosy aspects.

What kind of pain are you experiencing?  Pain in the arm could be lots
of things.  Neuralgia is fairly obviously associated with the skin and
isn't related to motion or lifting, so if your pain occurs with
movement or muscle use then it's likely something other than Shingles.

Hope that helps.

Mike