You can use of parameter keyword when declaring a method to define a parameter array, allowing you to pass a variable number of parameters to the method.
C#
public void PerformCommands(params string[] commandList)
{
    foreach (string command in commandList)
        Console.WriteLine("Ok, I'm doing [{0}]", command);
}
VB.NET
You can then pass any number of parameters to the method.  Every parameter that you specify is added to the single array that is passed to the method.
Code
kirby.PerformCommands(new string[] { "Sit", "Stay", "Come" });
SQL

When using the params keyword:
You can only define one parameter array for a given method
The parameter must be the last parameter specified
The array must be a single-dimensional array
You can't use the ref or out modifiers on the parameter array or on any of the arguments
Each argument must be implicitly convertible to the type of the array's elements