List<object> list = myArray.Cast<Object>().ToList();
If the type of the array elements is a reference type, you can leave out the .Cast<object>() since C#4 added interface co-variance i.e. an IEnumerable<SomeClass> can be treated as an IEnumerable<object>.
List<object>.AddRange(object[]) should do the trick. It will avoid all sorts of useless memory allocation.
You could also use Linq, somewhat like this: object[].Cast<object>().ToList()
int[] aArray = {1,2,3};
List<int> list = aArray.OfType<int> ().ToList();
would turn aArray into a list, list. However the biggest thing that is missing from a lot of comments is that you need to have these 2 using statements at the top of your class
using System.Collections.Generic;
using System.Linq;