A criminal arraignment is typically the first hearing after formal charges have been filed against you by the state or by the federal government. At that time, you can either plead guilty, not guilty or no contest. Typically you're going to plead not guilty at the beginning so that the attorney can look into the evidence. As far as bail being set, that would be set at what's called a bail hearing or detention hearing in federal court. You should always plead not guilty in the beginning either to have more time to hire a lawyer or if you have a lawyer, so that that lawyer can look into the evidence against you.