DIVA-GIS

I just found diva-gis now... and downloaded the political world boudaries shapefile for use in arcmap. But, for some reason, I can't project it (I want it in Robinson projection) and it will only show in gws 1984 gcs. The moment I try to project it with Robinson the layer becomes so tiny one can't see it... What did I miss?

Thank you! Chaim.