MS SQL doesn't have an equivelent Data Type as a VB Script Array. It if is a one dimensional array you could use a vchar data type in SQL. Insert the Array as a comma seperated string into the vchar field. You can then use the VB Script function Split() to read the comma seperated vchar field back into a one dimensional array.
If you look at it, a SQL Table is a multi dimensional array. SQL does not have an array Data Type. You would have to write a lot of extra code to get ASP to either create a table to store the vbscript array or convert the vbscript array to something usable by SQL.