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
            getDepartment()
            'Response.Write("I got it to click")
        ElseIf (ddlFIlterType.SelectedItem.ToString = "City Office") Then
            getCity()
        ElseIf (ddlFIlterType.SelectedItem.ToString = "Job") Then
            getJob()
        ElseIf (ddlFIlterType.SelectedItem.ToString = "Region") Then
            getRegion()
        End If
    End Sub

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And this is my fill for the cblValues

   Public Sub getDepartment()
        Try
            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"
            Me.cblValues.DataBind()
        Catch ex As Exception
            Response.Write(ex.Message)
        End Try
    End Sub

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Thanks