Trim array of null object

How to remove null objects from an array? When I use the split function, I end up having an empty first element. How do I remove this? Any code is welcome...

ArrayList alArray = new ArrayList();
for ( int i = 0; i < myArray.Length; ++i )
{
 if ( myArray[i] != null )
 alArray.Add(myArray[i]);
}

Or maybe, if you want to remove null value objects:

for ( int i = 0; i < myArrayList.Length; i++ )
{
 if (myArrayList[i] == null )
 myArrayList.RemoveAt[i]);
}

The ArrayList is in many ways extremely practical, as you don't have to redim the size. You just simply remove the unwanted elements.