had a quick look on london transport site and it says that you go on the district line from heathway to mile end, then change and get on the central line to oxford circus, then change onto bakerloo line and go to wembley central station. from there you get the bus either the 182 towards brent cross or the 92 towards brent park and you get off at wembley arena. it seems a lot of messing around but i hope this helps.

hope you have a great night