You may want to take a look at String.Join:
Your code can be compressed to:
Dim str as String
str = Chr(34) + String.Join(Chr(34) + "," + Chr(34), arr) + Chr(34)
(My VB skills are a bit lacking, so the syntax may be a bit off, but you get the idea).
I studied Software Engineering at Milwaukee School of Engineering for 2 years before switching to Management of Information Systems for a more business oriented approach. I've been developing software since the age of 14, and have waded through languages such as QBasic, TrueBasic, C, C++, Java, VB6, VB.NET, C#, etc. I've been developing professionally since 2002 in .NET.