File.ReadLines() returns an object of type System.Collections.Generic.IEnumerable<String>
File.ReadAllLines() returns an array of strings.
If you want to use an array of strings you need to call the correct function.
You could use Jim solution, just use ReadAllLines() or you could change your return type.
This would also work:
System.Collections.Generic.IEnumerable<String> lines = File.ReadLines("c:\\file.txt");
You can use any generic collection which implements IEnumerable, such as IList<String>.