((LinkLabel)panel1.Controls[a]). ???  += new LinkLabelLinkClickedEventHandler(this.ButtonArray_OnClick);

------解决方案--------------------
3楼正解，你必须先进行类型转换

------解决方案--------------------


       private LinkLabel[] LL = new LinkLabel[10];  

       private void Form1_Load(object sender, EventArgs e)  
       {  
           int a = 0;  
           int x = 0, y = 0;  
           for (a = 0; a  <= 5; a++)  
           {  
               LinkLabel laber = new LinkLabel();  
               laber .Text = "这是第" + a.ToString() + "LinkLabel";  
              ///
////

laber.Onclick+=new LinkLabelLinkClickedEventHandler(this.ButtonArray_OnClick);  
panel1.Controls.add(laber);
           }  
       }  

       private void ButtonArray_OnClick(object sender, LinkLabelLinkClickedEventArgs e)  
       {  
           LinkLabelLinkClickedEventArgs arg = (LinkLabelLinkClickedEventArgs)e;  
           LinkLabel l_1 = (LinkLabel)sender;  
           if (arg.Button == MouseButtons.Left)  
           {  
               MessageBox.Show(l_1.Name.ToString());  
           }        
       }  


------解决方案--------------------

C# code

private LinkLabel[] LL = new LinkLabel[10]; 

        private void Form1_Load(object sender, EventArgs e) 
        { 
            int a = 0; 
            int x = 0, y = 0; 
            for (a = 0; a  <= 5; a++) 
            { 
                LL[a] = new LinkLabel(); 
                LL[a].Text = "这是第" + a.ToString() + "LinkLabel"; 
                LL[a].Width = panel1.Width / 3; 
                LL[a].Left = x * LL[a].Width; 
                LL[a].Height = panel1.Height / 10; 
                LL[a].Top = y * LL[a].Height; 
                LL[a].Name = "LL" + a.ToString(); 

                LL[a].Onclick += new Link