Public Class Form1  

  Dim walls(9) As Label
    Dim lName As String
    Dim x As Integer
    Dim heroDir As String

    Public Sub PutWallsInArray()
        For x = 1 To walls.Length - 1
            lName = "Label" & (x) 'This is the name of your wall labels.  Make sure you don't have any gaps
            walls(x) = New Label
            walls(x) = DirectCast(Me.Controls.Find(lName, True)(0), Label)
            ' walls(x).Text = "My name is " & x
            Controls.Add(walls(x))
            ' walls(x).Size = New Size(25, 25)
            '  walls(x).Location = New Point(25, x * 30)
        Next
    End Sub

    Private Sub Form1_Load(sender As Object, e As EventArgs) Handles MyBase.Load
        MsgBox(walls.Length)
        PutWallsInArray()
    End Sub

    Private Sub Form1_KeyDown(sender As Object, e As KeyEventArgs) Handles Me.KeyDown
        If e.KeyCode = Keys.Up Then
            Hero.Location = New Point(Hero.Location.X, Hero.Location.Y - 5)
            heroDir = "up"
        End If
        If e.KeyCode = Keys.Down Then
            Hero.Location = New Point(Hero.Location.X, Hero.Location.Y + 5)
            heroDir = "down"
        End If
        If e.KeyCode = Keys.Left Then
            Hero.Location = New Point(Hero.Location.X - 5, Hero.Location.Y)
            heroDir = "left"
        End If
        If e.KeyCode = Keys.Right Then
            Hero.Location = New Point(Hero.Location.X + 5, Hero.Location.Y)
            heroDir = "right"
        End If
        checkWallCollisions()
    End Sub

    Public Sub checkWallCollisions()
        For Me.x = 1 To walls.Length - 1
            If Hero.Bounds.IntersectsWith(walls(x).Bounds) Then
                moveHeroBack()
            End If
        Next
    End Sub

    Public Sub moveHeroBack()
        If heroDir = "up" Then Hero.Location = New Point(Hero.Location.X, Hero.Location.Y + 5)
        If heroDir = "down" Then Hero.Location = New Point(Hero.Location.X, Hero.Location.Y - 5)
        If heroDir = "left" Then Hero.Location = New Point(Hero.Location.X + 5, Hero.Location.Y)
        If heroDir = "right" Then Hero.Location = New Point(Hero.Location.X - 5, Hero.Location.Y)
    End Sub

End Class