I'm thinking the arm muscle you're describing is the triceps. This is the critter that straightens your elbow (or prevents it from collapsing). Do a google or encyclopedia search and see if that's it.
Could be sore because you're being careful NOT to lock your elbow - so it's acting kind of like a shock-absorber and doing work, which is how it should act. If you've not been doing a lot of arm work before, this muscle could be weak. It'll get stronger pretty quickly!
When the elbow is truly locked, you don't have to use the muscles as much. It's less work, which is why folks fall into the locked-elbow pattern in the first place.
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