You could define your array differently than using the Array() function. Working from this from Microsoft, you'd do the following.
Dim myArray(5,5) as String
'If you wanted to loop this for example, you could use UBound, as seen in this
'http://msdn.microsoft.com/en-us/library/95b8f22f%28v=vs.90%29.aspx
Dim x as Integer, y as Integer
For x = 1 to UBound(myArray,1)
For y = 1 To UBound(myArray,2)
myArray(x,y) = "foo" + CStr(x) + CStr(y)
Next y
Next x
Otherwise you could define it normally with something like simoco mentioned
Dim myArray(2,2) as String
myArray(1,1) = "a"
myArray(1,2) = "b"
myArray(2,1) = "c"
myArray(2,2) = "d"