You could just add the items to an array directly:
Code:
Sub Demo()
Dim i As Long, myArray()
myArray = Array("Name1", "Name2", "Name3", "Name4", "Name5", "Name6", "Name7", "Name8")
For i = LBound(myArray) To UBound(myArray)
MsgBox myArray(i)
Next
End Sub
If need be, such an array can even be constructed on the fly.