In VFP prior version 7 you cannot return array at all. In VFP7 you can but with some limtations. It realy make sense to use in methods only.
In any VFP version you can pass array by reference into function and populate it there.

= UDF(@aSomeArray, para1, para2,...)

>How can I return an Array?
>
>For example:
>
>aSomeArray = UDF(para1, para2,...)
>
>

>
>UDF()
>   LPARAMETERS para1, para2....
>   some code for filling an array...
>   RETURN WHAT????
>
>