In reply to a post by time2die:

Yeah Dead Ops Arcade and Nightmares are both in the bonus section,they must have patched the game and made these modes assessable without the need in doing other stuff like it was originally

You're right. I've been playing it on pc tonight. When I turned it on there was no bonus section and dead ops was missing. The game then hung for no reason and on restarting I found it was updating through Steam. When it finished, the Bonus menu had appeared!