In GIMP you cannot by default make a nice arrow. First you have to add a plugin like “Draw arrow”, that can be found here:
More info here:
Note, I still did not find out how to make a smaller arrow 😦
By the way – I placed the arrow.scm file in this location:
D:\program files\GIMP 2\share\gimp\2.0\scripts
To use the Arrow feature, first click the “Path” icon.