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