Heat your grill to abour 400F. lightly cover your corn in some oil and place on the grill. Rotate every 5 or so minutes until it starts to blacken a little on each side. Remove from grill, and cut of the kernels into a large bowl.
Cut your watermelon into small cubes, discarding the white and green rind. Place in the seperate bowl and drain out all the liquid/juice before adding in the bowl with the corn.
I save the watermelon juice to drink, but you can disgard if you prefer.
Add in the arugula, herbs, lime juice, salt and cayenne.
Give it a good toss and serve!