Lucky for you I built a sudoku solver myself not too long ago :)  The whole thing was about 200 lines of C#, and it would solve the toughest puzzles I could find line in 4 seconds or less.
Performance probably isn't that great due to the use of .Count, but it should work:
!a.Any(i => i != 0 && a.Where(j => j != 0 && i == j).Count >  1)
Also, the j != 0 part isn't really needed, but it should help things run a bit faster.
[edit:] kvb's answer gave me another idea:
!a.Where(i => i != 0).GroupBy(i => i).Any(gp => gp.Count() > 1)
Filter the 0's before grouping.  Though based on how IEnumerable works it may not matter any.
Either way, For best performance replace .Count > 1 in either of those with a new IEnumerable extension method that looks like this:
bool MoreThanOne(this IEnumerable<T> enumerable, Predictate<T> pred)
{
    bool flag = false;
    foreach (T item in enumerable)
    {
       if (pred(item))
       {
          if (flag)
             return true;
          flag = true;
       }
    }
    return false;
}
It probably won't matter too much since arrays are limited to 9 items, but if you call it a lot it might add up.