Win the indicated trophy in Season mode to unlock the arena:

Backlash arena                 : Win the Backlash trophy 
ECW arena                      : Money In The Bank trophy 
No Mercy arena                 : Win the No Mercy trophy 
Saturday Night Main Event arena: Win the Superstar Challenge trophy 
SummerSlam arena               : Win the SummerSlam trophy 
Unforgiven arena               : Win the Unforgiven trophy 
Vengeance arena                : Win the Vengeance trophy 
WrestleMania 22 arena          : Win the WrestleMania trophy