The correct syntax would be this:
Code:
Dim alphabetArray() As Char = {"a"c, "b"c, "c"c, "d"c}
I don't have time to code all 26 letters out for you, but you get the idea. The c after each string is to indicate it is a char datatype, not a string, since if you wanted an alphabet array, its really just all chars, not strings.

So you can just take my code above, and add the rest of the alphabet in and you are all set. Also note that when defining an array like this with values, you don't assign it a dimension (of 26). That is determined automatically by the runtime based on how many elements you assigned to it.

Here is another way to do it:
Code:
Dim alphabetArray() As Char = "ABCDEFGHIJKLMNOPQRSTUVQXYZ".ToCharArray