Does anybody know a good exercise to strengthen the muscle at the back of arm?

There are a lot of great exercises for the triceps, including tricep kickbacks, skull crushers, tricep pressdowns, etc....

Trainerdan wrote a great beginner's article including all kinds of exercises. Here's what he has to say on some tricep exercise techniquies:
ARMS - TRICEPS ARMS - TRICEPS

Triceps Pushdowns aka Pressdowns

The technique: Grasp the bar using a narrow grip, palms down, and elbows close to the body. Push the bar downward, keeping your elbows close to the body. Return to the starting position slowly.

Skull Crushers

The technique: Lie on your back on a bench and place an E-Z Bar above your head and lower the bar to your forehead with your elbows up. Keeping your upper arm fixed, extend your elbows


Also, here is a link to lots of different tricep exercises with clips on how to perform each one: Tricep Exercises

Hope this helps!
Linda