Yes, that's what I usually say when I don't understand what the people are saying to me. Mafi Malum Arabic, means "I don't know Arabic!" which is the equivalent of "No Habla Español" which of course mean "I don't know Spanish!". It's been almost 8 months, since we moved here in K.S.A., so I already know a number of Arabic words, though my better-half is more fluent than me.

Here are a number of Arabic words that I know and can speak but don't take my word for it.

Malum - Know, Understand
Mafi - No, Not or nothing
Laa - No
Aiwa - Yes
Shukran - Thank you
Shukol - Work, Job
Ma salaama - Good bye
Ana - I'm
Kam - How
Fulos - Money
Quais / Kwais - Good
Muskilah - Problem
Ishada - What is this?
Habibi - Dear, Love
Inta - You
Sadiq - Friend, my friend
Salam - Hello, Hi
Yamin - Right
Yassar - Left
Shway Shway - Slow, little
Sim Sim - the same
Hina / Hina - Here
Ashara - Ten, 10
Khamsata / Kamstash - 15, Fifteen
Maa / Moya - Water
Malish - Don't worry / Sorry

That's just about it, so if you want to say something, just combine any of the words above.

For example:

No Problem - Mafi Muskilah
No Money - Mafi Fulos
Kam Fulos? - How much?
Shukran Habibi - Thanks my dear!
Mafi Shukran - No Thanks!
Mafi Shukol - No Work, Not working, No job
Mafi Quais - Not Good
Quais Sadiq - Good Friend

That's just about it, so if I don't get what they're saying I'll just say "Malish Sadiq, Mafi Malum Arabic!" then just smile.

Of course these may not be the correct spelling but at least that's how I understand them, I'm no expert in Arabic, so it'll better if you use an Arabic to English or English to Arabic, if you know a word or two, I'd be more happy if you share them by placing them on comment box below.