The syntax in your code is only supported by SystemVerilog (IEEE Std 1800).  It is not supported by Verilog (IEEE Std 1364).
In Verilog 1364-2005, section 4.9.3 Memories (emphasis added):
An n-bit reg can be assigned a value in a single assignment, but a
complete memory cannot. To assign a value to a memory word, an index
shall be specified.
Most simulators are capable of understanding SystemVerilog (SV) syntax, but many do not have the features enabled by default.  You likely need to enable the SV features when you run a simulation.  Refer to your simulator documentation.  This is the simplest way to avoid the syntax error.
Otherwise, if you are stuck with Verilog for some reason, then there are ways to avoid the syntax error.  For example:
reg [7:0] DataToSend [0:7];
initial begin
    DataToSend[0] = 8'h01;
    DataToSend[1] = 8'h10;
    // etc.
    DataToSend[7] = 8'h88;
end