checvk box list and for each loop

I have a check box list I want to loop through the list and get  the value of each item selected and insert each item into the database individualy does any one know how to do this

    Protected Sub ddlFIlterType_SelectedIndexChanged(sender As Object, e As EventArgs) Handles ddlFIlterType.SelectedIndexChanged
        If (ddlFIlterType.SelectedItem.ToString = "Department") Then
            'Response.Write("I got it to click")
        ElseIf (ddlFIlterType.SelectedItem.ToString = "City Office") Then
        ElseIf (ddlFIlterType.SelectedItem.ToString = "Job") Then
        ElseIf (ddlFIlterType.SelectedItem.ToString = "Region") Then
        End If
    End Sub

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And this is my fill for the cblValues

   Public Sub getDepartment()
            Dim ds As DataSet = Nothing
            ds = SqlHelper.ExecuteDataset(appSecurity.getConnection(), CommandType.StoredProcedure, "SP")
            Me.cblValues.DataSource = ds.Tables(0)
            Me.cblValues.DataTextField = "dept_nm"
            Me.cblValues.DataValueField = "deptid"
        Catch ex As Exception
        End Try
    End Sub

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For Each MyItem in cblValues.Items
        If MyItem.Selected = True Then
             'insert code goes here
        End If

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r3nderAuthor Commented:
Thank you sir
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