GetDirectories returns a collection of strings: you can't use that to search for a character instance!
And that is ignoring that you are searching for the index of a string, within the same string,
Dim SearchWithinThis As String = SerialNumber.Text
Dim SearchForThis As String = SerialNumber.Text
Dim FirstCharacter As String = SearchWithinThis.IndexOf(SearchForThis)
which returns an integer value which will always be zero.
And you then try to search within that (as a string) to find where in the string value "0" a collection of strings is located!
Stop what you are doing, go back to the start, and think about what you are trying to achieve - because I have absolutely no idea what that is, but I am damn sure that you aren't going to get anywhere near it like that!