How to retrieve checked values from databound checkedlistbox windows vb.net

I have a Checkedistbox bound to a dataset. I need to get out the checked selecteditemvalue from each one that is checked to get send to my insert query for another table. this is multi select. I need code for selectedindexchages of a button onclick either one will do. thank you.

here is my code on popluating the checklistbox1

 Dim myconn As OleDbConnection = New OleDbConnection(Cnn)
        Dim mydap As New OleDbDataAdapter
        Dim dbcom As OleDbCommand
        Dim mydsLmat As New DataSet

        Dim strSQL As String
        strSQL = "SELECT PickID, PickName FROM Picklist WHERE Picktype = 'O' OR Picktype = 'C'"

        Try
            CheckedListBox1.DataSource = Nothing
            dbcom = New OleDbCommand(strSQL, myconn)
            mydap = New OleDbDataAdapter(dbcom)
            myconn.Open()
            CheckedListBox1.Items.Clear()
            mydsLmat = New DataSet

            mydap.Fill(mydsLmat, "Picklist")
            CheckedListBox1.DisplayMember = ("PickName").ToString
            CheckedListBox1.ValueMember = ("PickID").ToString
            CheckedListBox1.DataSource = mydsLmat.Tables(0)
            myconn.Close()
        Catch ex As Exception
            MsgBox(ex.Message)
            mydsLmat.Dispose()

        End Try
astafateAsked:
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DotNetLover_BaanConnect With a Mentor Commented:
Here what I am doing:

        Dim IDString As String
        If CheckedListBox1.CheckedIndices.Count > 0 Then
            Dim i As Int32
            For Each i In CheckedListBox1.CheckedIndices
                CheckedListBox1.SelectedIndex = i
                IDString &= CheckedListBox1.SelectedValue & ","
            Next
            IDString = IDString.Substring(0, IDString.LastIndexOf(","))
            MsgBox(IDString)
        Else
            MsgBox("Please check the items you want.")
        End If

-Baan
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