making a constant array in c++

You say that you did this within a class, as a private variable.

Recall that (at the moment), member variables may not be initialised in the same place where you declare them (with a few exceptions).

struct T {
   std::string str = "lol";
};

is not ok. It has to be:

struct T {
   std::string str;
   T() : str("lol") {}
};

But, to add insult to injury, pre-C++0x you cannot initialise arrays in the ctor-initializer!:

struct T {
   const unsigned int array[10];
   T() : array({0,1,2,3,4,5,6,7,8,9}) {} // not possible :(
};

And, because your array’s elements are const, you can’t rely on assignment either:

struct T {
   const unsigned int array[10];
   T() {
       for (int i = 0; i < 10; i++)
          array[i] = i; // not possible :(
   }
};

However, as some other contributors have quite rightly pointed out, there seems little point in having a copy of the array for each instance of T if you can’t modify its elements. Instead, you could use a static member.

So, the following will ultimately solve your problem in what’s — probably — the best way:

struct T {
   static const unsigned int array[10];
};

const unsigned int T::array[10] = {0,1,2,3,4,5,6,7,8,9};

Hope this helps.