Also, a word of warning for anybody doing this: uninstall Arrival. Or else the intro cutscene will trigger as soon as you finish Horizon and try to use your terminal.
Yeah, I thought that was a really mindboggling decision by BioWare. Arrival is clearly meant to occur after
the Suicide Mission (as is Lair of the Shadow Broker). They should have just programmed both DLCs to trigger after Shepard returns from the SM.