Maybe a bad meter or you had it connected incorrectly. I know on my meter you have to both select the proper measurement and range as well as move the red probe to the right plug to switch between amps, volts and ohms:
http://www.4crawler.com/4x4/CheapTricks/TPS/index.shtml#HowToUseAnOhmMeter

You might try testing on a know good battery, even a 1.5volt dry cell, just to see if you can get a reading that makes sense. A volt meter should not arc unless you are exceeding it's internal breakdown voltage, probably like 1000 volts or so.