For Loops & Splicing

this question has really been boggeling my mind, if i have say

for(var i:int = 0;i<a.length;i++){
if(a*.something)a.splice(a.indexOf(a*, 1);

will that mess up the entire for loop because i now spliced something out of the array? and if so how can i go about splicing stuff out of an array im doing a for loop on?