String cannot be converted to label?

[NickThissen]

Actually, I'm impressed you aren't getting NULL REference errors... you've defined the array, but it's empty.... (why is the array an array of labels anyways).

Dim LabelArray(8) As Label = {new Label, new Label, new Label, new Label, new Label, new Label, new Label, new Label}

NOW you can use the array of labels (why is it labels again?)

-tg

Actually, he (tries to) set the array values in the SetControlArray method.

OP:
I think you want this:

    Sub SetControlArray()
        LabelArray(0) = txtAnswer1
        LabelArray(1) = txtAnswer2
        LabelArray(2) = txtAnswer3
        'etc
    End Sub

(Notice the lack of the Text property!)
That is assuming that 'txtAnswer..' are Label controls and not TextBoxes as their name might imply.