You can just email the company informing them you're exercising...

You can just email the company informing them you're exercising the options. Just give them all the relevant details like your name and how many options you're exercising etc. Or you can just use a standard form like the ASX has on its website (link to the standard form is here). If you want to pay by EFT and not cheque, you need the company to send you its bank account details.

But you should be able to do all this via the automic website. You need to register first and log-in, then select “Documents & Statements”, then “Other Documents” and you should see the option exercise form to download. Complete the form and send to the email as nominated on the form.

Any questions, you need to ring (don't email) ARN's lazy company secretary. It's absolutely disgraceful the email response they gave you. For one, they shouldn't be giving you financial advice because they're not licensed to do so. They're not licensed to advise you whether or not you should exercise your options. They can only give you the facts eg ARN's shareprice and the option exercise price etc.