SqlCommand Array Help

I want to do something like the following but I get an error:
Object reference not set to an instance of an object.



       SqlConnection sqlConnection = new SqlConnection("server=xxxxx");
        SqlCommand [] cmd = new SqlCommand[3];
        Object returnValue;
          cmd[0].CommandText = "DO QUERY";
          cmd[1].CommandText = "DO QUERY";
          cmd[2].CommandText = "DO QUERY";
          cmd[3].CommandText = "DO QUERY";
        }
        sqlConnection.Open();
int i = 0;
while(i<4){      
cmd[i].CommandType = CommandType.Text;
        cmd[i].Connection = sqlConnection;
        cmd[i].ExecuteNonQuery();
        returnValue[i] = cmd[i].ExecuteScalar();
i++
}
        sqlConnection.Close();

How should I do the following

Thanks