Greetings Meg,
Allah literally means "The God" (contraction of al, [the], ilaah [God]). Yes, Arab Christians use the word Allah too, but because the English word God is mainly known as having trinitarian connotations, then we sometimes use the word Allah and use that as a springboard to explain the concept of God in Islam. This would only really be needed say, where someone didn't know what the Islamic concept of God was, and may assume that if a Muslim says, "God", that Muslims must also believe in a trinity. In the Arab world, the Muslims and Christians by and large get on well, know each others beliefs, and both use the word Allah. But using the word God generally isn't a problem, Muslims do use it, and can use it, but we do love the word Allah and Allah's beautiful names that He has called himself with.
Hope that clarifies it a bit.
Peace.