Is there a faster way to find the index of a value contained in an array than looping the entire array and compare the value you want to find to the value of the index???

EX:

VB Code:
  1. For lnCounter = 0 To UBound(TheArray, 2)
  2.     If MyValue = TheArray(lnCounter,1) then
  3.         MyIndex = lnCounter
  4.     End If
  5. Next lnCounter

Thanks