Two tips:
One thing that will help is to always fly a number (heading) and not just "that way". If you turn 10 degrees, turn 10 degrees TO something. Think, "Ok, 10 degrees right to 130." If you don't know what number you're supposed to be flying it makes it hard to recover if you let your heading wander a bit.
The second is the thing that I find the *most* useful when flying an arc.
Watch the groundspeed readout on the DME.
It essentially acts like a lateral VSI for maintaining your arc. If the groundspeed is zero you are flying directly parallel to the VOR, so you will maintain your current distance from the station. If you need to get closer, turn toward the VOR (as Tony said). You can watch your groundspeed on the DME to see the rate at which you are getting closer. Over time, you will learn to use that groundspeed, in combination with the distance readout, to nail the arc.
So, let's say that you're flying a 10 nm arc and you're right at 10.0 DME and your groundspeed is zero. You are
exactly where you want to be. However, if you keep flying that heading, over time, you will fly outside of the arc and your groundspeed reading will start increasing ever so slightly. If it gets up to 3-5 kts, then turn 5-10 degrees toward the VOR to get the groundspeed reading back to zero. Obviously, if the distance number increments in one direction or the other, you will need to adjust for that as well.
My
sadistic CFII had me fly the the "VOR/DME or TACAN Z RWY 15" into KMTN last night in the sim. It requires you to fly a 14.7 nm arc for around 22 miles while hitting your step downs at certain intersections/radials. Toward the end of the approach, I would just watch the groundspeed, and if it would start creeping up from zero, I would make a small adjustment to my heading to "fix" it. By the end of the arc, I was dead on at 14.7 and right at my altitude while crossing the MAP (this was my short-lived moment of elation moments before I completely botched the missed approach procedure
).
The groundspeed number really helps when you're trying to recover from a botched arc. Let's say you mess up somehow and get .5-.7 DME away from your arc and you need to get back to it. Well, you're going to take a big fat cut toward the arc. Say, 30-40 degrees. Without the groudspeed number it's hard to know the rate at which you're closing in on your arc. However, if you pay attention to the groundspeed reading it will tell you everything you need to know. Let it get up to 30-35 kts while you close the gap. Then, when you're about .2 away, start lessening the cut and watch the groundspeed number decrease. Your goal being to get the groundspeed back to zero right as you get back to your distance number.