Don't use globals. Globals are baaad.

Use the multi dimensional array approach as Jochen suggested. You may return an array which contains other arrays or plain variables.

Here is a simple example:
Code:
$RETURN=udfFruitColours()

$FruitList=$RETURN[0]
$ColourList=$RETURN[1]

For $i = 0 To Ubound($FruitList)
"A "+$FruitList[$i]+" is "+$ColourList[$i] ?
Next

Function udfFruitColours()
Dim $asFruit,$asColour
$asFruit="Lemon","Strawberry","Lime","Banana"
$asColour="Yellow","Red","Green","Yellow"

ReDim $udfFruitColours[2]
$udfFruitColours[0]=$asFruit
$udfFruitColours[1]=$asColour

Exit 0
EndFunction

Exit 0