Yeah don't use an array. Use variable variables.
while( $i != some number)
{
$i++;
$variable_variable = "fp_$i";
$$variable_variable = fopen(some file,"w");
}
Call it whatever you want but I felt this got the point across. Now you will have a bunch of file pointers called $fp_x where x is the value of $i.
But why are you doing it this way? Is there a reason that you need to have multiple file handles open at the same time? You should just use one and close it before you open the next then you don't need multiple names.