It's my understanding that the body doesn't make DHA and ARA, but that you have to consume it throughout your life. We add some flaxseed oil and/or fish oil to our diets here - I even add a bit to Natalie's food, plus she gets some from nursing.
These EFA's (essential fatty acids), BTW, play an important role in neural connections (big fancy word for "learning") by helping for the myelin sheath over neural connections; the stronger that covering over the neurons (and it's strengthened by repeated activity and by having the materials to build it), the better the learning!