How do I fix this?

I can see a couple of things wrong with your code.

First, you should define the int i inside main().

Second, you are using the Convert.ToInt32() method incorrectly. The signature of that method is

public static int ToInt32(
    string value
)

where value is the string you want to convert. So it's proper usage in your code would be

Convert.ToInt32(entry)

Lastly, using a while loop here would work but you are never incrementing the value of i, so the code gets stuck in an infinite loop. This would be easily solved by throwing an i++ after the Console.WriteLine(). You also will probably want to save the value of Convert.ToInt32(entry) to a new int variable. This way, the Convert.ToInt32() method doesn't get called on every iteration of the loop.

Oh and one more thing... The condition you are using for your while loop would print "Yay!" one extra time. Since int i is being initialized to 0, your loop would run from 0 to entry, resulting in one too many iterations. Either initialize i to 1 or change your while condition to use the less than operator instead of the less than or equal to operator.

Here is what the code looks like with these changes made:

using System;

namespace Treehouse.CodeChallenges
{
    class Program
    {   
        static void Main()
        {
            int i = 0;
            Console.Write("Enter the number of times to print \"Yay!\": ");
            string entry = Console.ReadLine();
            int num = Convert.ToInt32(entry);
            while (i < num)
            {
                Console.WriteLine("Yay!");
                i++;
            }   
        }
    }
}