Better way to sort array in descending order

Use LINQ OrderByDescending method. It returns IOrderedIEnumerable<int>, which you can convert back to Array if you need so. Generally, List<>s are more functional then Arrays.

array = array.OrderByDescending(c => c).ToArray();

Sure, You can customize the sort.

You need to give the Sort() a delegate to a comparison method which it will use to sort.

Using an anonymous method:

Array.Sort<int>( array,
delegate(int a, int b)
  {
    return b - a; //Normal compare is a-b
  }); 

Read more about it:

Sorting arrays
MSDN - Array.Sort Method (T[], Comparison)

Depending on the sort order, you can do this :

    int[] array = new int[] { 3, 1, 4, 5, 2 };
    Array.Sort<int>(array,
                    new Comparison<int>(
                            (i1, i2) => i2.CompareTo(i1)
                    ));

... or this :

    int[] array = new int[] { 3, 1, 4, 5, 2 };
    Array.Sort<int>(array,
                    new Comparison<int>(
                            (i1, i2) => i1.CompareTo(i2)
                    ));

i1 and i2 are just reversed.