You didn't declare 'aObject' as an array. Now, it's just one Object.
If you use an array, then you have to specify how many items it will contain. Since you probably don't know that (since the data is coming from a database) a better option might be to use a List(Of Object) instead. You add items to it just like you add items to the ListBox, so you will probably find that a bit easier.
Code:
Dim objList As List(Of Object) = New List(Of Object)
While aReader.Read
   objList.Add(aReader("ID"))
End While
If you really do need an array after this, for whatever reason, you can use the ToArray function of that list and it will be converted to an array for you:
Code:
Dim objArray() As Object = objList.ToArray()