>How do I return an array from a program, as opposed to returning just the first element of that array?

You can't unless you initialized and passed an array to function to operate on or it's an object method.
However a program could return you an object and an object could have properties including an array property. ie:

clear
LOCAL loRet
loRet = RetMeArrays()
LOCAL ARRAY arr1[1],arr2[1]
ACOPY(loRet.arr1,arr1)
ACOPY(loRet.arr2,arr2)
DISPLAY MEMORY LIKE arr1
DISPLAY MEMORY LIKE arr2


FUNCTION RetMeArrays
LOCAL loObj
loObj = CREATEOBJECT('Empty')
ADDPROPERTY(loObj,'arr1[5,3]')
ADDPROPERTY(loObj,'arr2[5,3]')
FOR ix=1 TO 5
  FOR jx=1 TO 3
     loObj.arr1[ix,jx] = ix*jx
     loObj.arr2[ix,jx] = ix+jx
  ENDFOR
ENDFOR
RETURN loObj

Cetin