I have used a MultiDimesional Array as follows
string[,] Columns = { { \"clientA\", \"clientB\" }}
if (Columns.Length != 0)
{
A jagged array is an array of arrays, so you change your definition to:
string[][] Columns = { new string[] { "clientA", "clientB" }};
Change array access from...
var value = Columns[0,0];
...to...
var value = Columns[0][0];
You also have the option to suppress the warning (right-click on it and select the option you need). According to MSDN, this is a warning that is safe to suppress in certain cases. Check if yours is such a case before you change the code.