We study two functions xi(k)(s) and xi(k1,...,kr)(s) introduced by ARAKAWA and KANEKO [Nagoya Math. J., 153 (1999), 189-209] and relate them with (finite) multiple zeta values and multiple zeta star values using elementary methods. In particular, we give an alternative proof of a result of Ohno [Y. OHNO: J. Number Theory, 74 (1999), 39-43].