I'm not clear on exactly what you're trying to do here. If all you want to do is create a new DEVICE, and then stick it into an array, you should be able to:

$entry[3] = new DEVICE;
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I'm not entirely sure what your array is holding. Are you trying to implement an array of arrays or something? I also think you probably don't want to try to use my on an array element (since you can't).

If you explain more specifically what you're trying to do, or how you're trying to structure your data storage, it would be a lot easier to help.