ARM is currently not supported officially by heimdall.
You might have luck compiling it yourself:
https://github.com/Benjamin-Dobell/Heimdall/
My advice however:
Use a supported platform once (Win/Mac/Linux-x86/x64) and enjoy on-device updates from then on via ClockWorkMod recovery (CWM) or RomManager.
Reason: Heimdall is only needed to install a bootstrap CWM once. After that you use the regular CWM.
Here's the guide from cyanogenmod:
http://wiki.cyanogenmod.com/wiki/Samsung_Galaxy_S:_Full_Update_Guide
CyanogenMod releases for CM7/9/10 in various flavours (stable, release candidate, nightly build) can be found here (Galaxy S i9000):
http://get.cm/?device=galaxysmtd