Hi Lang - it looks like you're using the Array Curve command with the "Align to surface" option in it?

That keeps things vertically aligned to the surface normal at every point that the object is replicated to.

It's for things that are positioned vertical to a single base point on the surface, like see here for an example:
http://moi3d.com/forum/index.php?webtag=MOI&msg=2711.23

Your case is not like that kind of case I don't think, your object hugs the surface across a wide area of it, you probably want to make a circular array of one slanted piece, and you'll need to set the construction plane first to control the z axis that will be used for the circular array.

Check out here for a recent similar post on doing that type of thing:
http://moi3d.com/forum/index.php?webtag=MOI&msg=5153.2

- Michael