Make some boxes in a row:
[code:1]
+-----+-----+-----+-----+
| | | | |
| | | | |
| | | | |
| | | | |
| | | | |
| | | | |
| | | | |
+-----+-----+-----+-----+
[/code:1]
Then use the Vertex Manipulator (tool button with the wireframe cube) to make it like this:
[code:1]
+-----+-----+-----+-----+
| | | | ,.-+
| | | ,.-+-'
| | ,+-'
| | .-'
| ,+'
| ,'
|,'
+
[/code:1]
(Sorry my diagonal lines are ugly...)

Then group it together, make a copy and mirror it to have the other side of the arch.

There's also an arch tool (instead of the block tool) but it really sucks.