Q:

Check that all values of an array have been used

Sorry if this is a stupid noob question. I'm doing a very small project for my girlfriend - a list of countries and she has to enter their capitals (obscure countries, mind you) . Since I'm a total beginner, I had to resort to using two arrays, one for countries and the other for capitals, with matching indexes. That way it's easy to check for the right answer and I don't have to parse any text files or use any data-bases. I'm using random numbers to make it more interesting. To stop the program from generating the same countries over and over again, I'm using a List of integers that keeps tracks of what indexes have already been used and regenerates the number if the list contains the previous one. Pretty basic stuff. Surprisingly, it all works. 
But I'm having a problem. How do I check that I've run out of countries, basically? :) I can't simply check the List size against my countries array, since List probably includes more values than the array, and if (taken.Equals(Countries.Length)) doesn't seem to work. Or I can't find the right place in the code to put this check. 
Sorry if this is simple, but I can't seem to find a proper solution.  
EDIT
Wow, what an amazing community. During the short walk from Starbucks to my place I get dozens of quality answers which cover a huge array of design techniques. This is so great! Thank you everyone! Obviously, the question has been answered but I will post the code for you, if anyone has any additional comments.
// JUST A TEST FOR NOW, 13 COUNTRIES
string[] Countries = {"Belgium", "France", "The Netherlands", "Spain", "Monaco", "Belarus", "Germany",
                             "Portugal", "Ukraine", "Russia", "Sweden", "Denmark", "South Africa"};
        string[] Capitals = {"Brussels", "Paris", "Amsterdam", "Madrid", "Monaco", "Minsk", "Berlin",
                            "Lisbon", "Kiev", "Moscow", "Stockholm", "Copenhagen", "Pretoria"};
        Random number = new Random();
        List<int> taken = new List<int>();
        int index;
        int score = 0;

        private int Generate()
        {

            while (true) {
                index = number.Next(0, Countries.Length);
                if (taken.Contains(index)) continue;
                // THIS IS WHAT I WAS INITIALLY TRYING TO DO
                if (taken.Equals(Countries.Length)) { 
                    MessageBox.Show("Game over!");
                    return -1;

                }
                return index;
            }
        }

        private void Form1_Load(object sender, EventArgs e)
        {
            index = Generate();
            taken.Add(index);
            label1.Text = Countries[index];
            label3.Text = "0 out of " + Countries.Length.ToString();

        }

        private void button1_Click(object sender, EventArgs e)
        {
            if (textBox1.Text.Trim() == Capitals[index].ToString()) {
                label2.Text = "You win!";
                index = Generate();
                taken.Add(index);
                label1.Text = Countries[index];
                textBox1.Clear();
                label3.Text = ++score + " out of " + Countries.Length.ToString();

            }
            else {
                label2.Text = "Wrong!";
                textBox1.Clear();
            }
        }
    }
}

A:

To stop the program from generating the same countries over and over again, I'm using a List of integers that keeps tracks of what indexes have already been used and regenerates the number if the list contains the previous one.

...

How do I check that I've run out of countries, basically?

You might want to consider an alternative approach, as this is going to be quite expensive and overly complicated.
Instead of trying to add one country at random, checking against ones you've already added, you could just make the entire list of countries, then perform a shuffle ("random sort") on the collection.  This way, you'll get all of the countries in one shot in a random order.

A:

Instead of using two arrays, or an array and a list, let's introduce something of C# 4.0 that actually looks and is easy to use and seems to be made for this type of assignments.
Follow this code with your eyes and specifically look how these "anonymous types" are used in the end. It makes life real easy.
// initialize your array like so,
// now you can access your items as countries[1].name and countries[1].city
// and you will never have to worry about having too much cities or countries
// PLUS: they're always together!
var countries =  new [] {
    new { name = "The Netherlands", city = "Amsterdam"},
    new { name = "Andorra",         city = "Vaduz" }, 
    new { name = "Madagascar",      city = "Antananarivo"} 
};

// randomize by shuffling (see http://stackoverflow.com/questions/375351/most-efficient-way-to-randomly-sort-shuffle-a-list-of-integers-in-c-sharp/375446#375446)
Random random = new Random();
for (int i = 0; i < countries.Length; i += 1)
{
    int swapIndex = random.Next(i, countries.Length);
    if (swapIndex != i)
    {
        var temp = countries[i];
        countries[i] = countries[swapIndex];
        countries[swapIndex] = temp;
    }
}

// go through all your items in the array using foreach
// so you don't have to worry about having too much items
foreach(var item in countries)
{
     // show your girlfriend the country, something like
     string inputString = DisplayCountry(item.country);
     if(inputString == item.city)
     {
          ShowMessage("we are happy, you guessed right!");
     }
}

// at the end of the foreach-loop you've automatically run out of countries
DisplayScore(to-your-girlfriend);

Note: you can easily expand on this anonymous types by adding whether or not that particular country/city pair was guessed right and make a subsequent test with the ones she failed.

