making a constant array in c++

Is there any reason why codeblocks is telling me that I can't make an array? I'm simply trying to do:

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

and it's giving me

error: a brace-enclosed initializer is not allowed here before '{' token

I have changed other parts of the initializer, but the error is always saying the same thing. This doesn't seem to make sense, since this is one of the first things I learned in c++.