je pense avoir trouvé une fonction sympatique sur la msdn :
Private Sub WhatIsChecked_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles WhatIsChecked.Click
' Display in a message box all the items that are checked.
Dim indexChecked As Integer
Dim itemChecked As Object
Const quote As String = """"
' First show the index and check state of all selected items.
For Each indexChecked In CheckedListBox1.CheckedIndices
' The indexChecked variable contains the index of the item.
MessageBox.Show("Index#: " + indexChecked.ToString() + ", is checked. Checked state is:" + _
CheckedListBox1.GetItemCheckState(indexChecked).ToString() + "." )
Next
' Next show the object title and check state for each item selected.
For Each itemChecked In CheckedListBox1.CheckedItems
' Use the IndexOf method to get the index of an item.
MessageBox.Show("Item with title: " + quote + itemChecked.ToString() + quote + _
", is checked. Checked state is: " + _
CheckedListBox1.GetItemCheckState(CheckedListBox1.Items.IndexOf(itemChecked)).ToString() + "." )
Next
End Sub