If you create a closed door at every location where an arena opponent can be generated, the game will freeze when you start an arena fight.
EDIT: The same thing happens if other monsters are already occupying these spaces.
EDIT2: The same thing happens in dwarftown if every possible location for the greater daemon is covered by closed doors and monsters.
EDIT3: The same thing happens in Terinyo if you have saved Khelevaster and every single square is covered by walls and magma.