it signifies her liking the electricution. Getting 'high' off it if you will. this obviously because heroin addicts tie things around their arms when they are about to inject, as she wraps the thing round her arm when she is about to be electrocuted.
I know this question is old, but the answer was totally false... the strapping of the arm is significant of prayer in Kabbalah and i think Judaism. I think it's meant to bind the prayer so to speak