B4R behaves in such a different way that sometimes we forget about it...
I was trying to define an empty string and then after define its value... But that is NOT possible in B4R...
So I searched a bit, and found out that I could use a string array instead, and since the values I need are known, It works like a charm!
Private XDirection() As String = Array As String("Left","Right")
Private YDirection() As String = Array As String("Up","Down")