Arsenal had wanted Fellaini earlier on in the window (maybe a day or two before), which we had rebuffed despite the fact we were under pressure to sell a player to ease issues with the bank
Fellaini's agent Christophe Henrotay was/is very friendly with Arteta's agent (from memory I think he's called Ibanez(!?)) - through a conversation between the two, Arteta found out about Arsenal's desire to buy a centre mid and he instigated the deal himself by asking his agent to see if Arsenal would be interested in signing him. They were. Arteta then used every trick in the book on deadline day to make sure he got his move, including threatening to go public about his desire to move to Arsenal, which would have caused us big problems with the bank if they knew we had turned down a sizeable offer for a player when they wanted us to address our overdraft issue.
In the end, Arteta had us over a barrel and he knew it. We managed to get £10m for him I think, which was Arsenals 2nd bid after we turned down a pathetic £5m. The only concession he made, after we had agreed to sell him, was to submit a transfer request to help us "sell" the sale to the fans
Moyes and Kenwright were shocked at how he acted in trying to get his move as he had never really given any indication that he's be capable of that in the past, although his agent had been a pretty tough negotiator for the two major contracts he had sorted for Arteta here