Visual basic 2012 filtering datagrid view data

I am unable to use ListBox1.SelectedItemS .My code is like this
 Private Sub ListBox1_SelectedIndexChanged(sender As Object, e As EventArgs) Handles ListBox1.SelectedIndexChanged


        Dim dbDataSet As New DataTable
        MySqlConn = New MySqlConnection
        MySqlConn.ConnectionString =
        "server = localhost;userid=root;password=5274;database=rrrrt.data"
        Dim SDA As New MySqlDataAdapter
        Dim bsource As New BindingSource

        Try
            MySqlConn.Open()
            Dim Query As String
                       Query = "Select * from `ewosc-elint.data`.`trial` Where  `COUNTRY`in  ('" & ListBox1.SelectedItem & "')"

            COMMAND = New MySqlCommand(Query, MySqlConn)
            SDA.SelectCommand = COMMAND
            SDA.Fill(dbDataSet)
            bsource.DataSource = dbDataSet
            Me.DataGridView2.DataSource = bsource
            SDA.Update(dbDataSet)
            MySqlConn.Close()

           

        Catch ex As MySqlException
            MessageBox.Show(ex.Message)
        Finally
            MySqlConn.Dispose()
        End Try
    End Sub

In my query I want my statement to appear like this
Select * from `ewosc-elint.data`.`trial` Where  `COUNTRY`in  ("UK","USA","FRANCE")". When I write this in mysql it works fine.

I am using the below mentioned query
Select * from `ewosc-elint.data`.`trial` Where  `COUNTRY`in  ('" & ListBox1.SelectedItems & "')"  when using in visual studio .

It works fine for one selected item but not for multiple selected items like UK, USA, france. Can u please write the correct query.

Dear David sir , ItemSelectionChanged  is also not working . Below is  my code can you kindly correct it for  errors
 Private Sub ListBox1_ ItemSelectionChanged (sender As Object, e As EventArgs) Handles ListBox1. ItemSelectionChanged


        Dim dbDataSet As New DataTable
        MySqlConn = New MySqlConnection
        MySqlConn.ConnectionString =
        "server = localhost;userid=root;password=5274;database=clu.data"
        Dim SDA As New MySqlDataAdapter
        Dim bsource As New BindingSource
        TextBoxtest.Clear()
     
        Try
            MySqlConn.Open()
            Dim Query As String
            Query = "Select * from `clu.data`.`trial` Where  `COUNTRY`in  ('" & ListBox1.SelectedItems & "')"
            COMMAND = New MySqlCommand(Query, MySqlConn)
            SDA.SelectCommand = COMMAND
            SDA.Fill(dbDataSet)
            bsource.DataSource = dbDataSet
            Me.DataGridView2.DataSource = bsource
            SDA.Update(dbDataSet)
            MySqlConn.Close()

        Catch ex As MySqlException
            MessageBox.Show(ex.Message)
        Finally
            MySqlConn.Dispose()
        End Try
    End Sub

The message (query) is showing correct now but still I am able to view data related to one selected item and not multiple items . It is getting closer to getting results but not showing correctly on data grid view. Have I done an thing wrong - Here is the code I have written
Private Sub ListBox1_SelectedItemsChanged(sender As Object, e As EventArgs) Handles ListBox1.SelectedIndexChanged

        Dim dbDataSet As New DataTable
        MySqlConn = New MySqlConnection
        MySqlConn.ConnectionString =
        "server = localhost;userid=root;password=5274;database=ewosc-elint.data"
        Dim SDA As New MySqlDataAdapter
        Dim bsource As New BindingSource
        Dim sql As String = ""
        Dim cntries As String = ""

        For Each i As Object In Me.ListBox1.SelectedItems
            cntries += "'" & i.ToString() & "',"
        Next

        If cntries.Length > 0 Then
            cntries = cntries.Remove(cntries.Length - 1, 1)
        End If

        sql = "SELECT * FROM dbo.theDB.Table1 WHERE county_Name IN (" & cntries & ")"

        MessageBox.Show(sql)
        Try
            MySqlConn.Open()
            Dim Query As String




            Query = "Select * from `ewosc-elint.data`.`trial` Where  `COUNTRY`in  ('" & ListBox1.SelectedItem & "') "

           
           
                COMMAND = New MySqlCommand(Query, MySqlConn)
                SDA.SelectCommand = COMMAND
                SDA.Fill(dbDataSet)
                bsource.DataSource = dbDataSet
                Me.DataGridView2.DataSource = bsource
                SDA.Update(dbDataSet)
                MySqlConn.Close()



            Catch ex As MySqlException
                MessageBox.Show(ex.Message)
            Finally
                MySqlConn.Dispose()
            End Try
    End Sub

I have changed from multiple extended to Multi simple and it is working now. Thanks a lot David Sir, U r great and extremely helpful.
Thanks a ton.
I may ask u more questions as u have become my favorite.

Sir, David L. Hansen
 I am populating my list box with following code but in the list box there are some duplicate items , how  do I remove duplicate items of the list box. My code to  get list box populated is as follows:-
 
Private Sub Form1_Load(sender As Object, e As EventArgs) Handles MyBase.Load
        MySqlConn = New MySqlConnection("server = localhost;userid=root;password=5274;database=country.data")
        MySqlConn.Open()
        MySqlConn = New MySqlConnection
        MySqlConn.ConnectionString =
        "server = localhost;userid=root;password=5274;database=country.data"

        Dim READER As MySqlDataReader
        Try
            MySqlConn.Open()
            Dim Query As String
            Query = "Select * from `country.data`.`trial` "
            COMMAND = New MySqlCommand(Query, MySqlConn)
            READER = COMMAND.ExecuteReader
            While READER.Read
               ListBox1.Items.Add(sCountry)
            End While

            MySqlConn.Close()
        Catch ex As MySqlException
            MessageBox.Show(ex.Message)
        Finally
            MySqlConn.Dispose()
        End Try
    End Sub


For example in my list box there are two countries by name US , how do I make them one.

Sir, David L. Hansen
You have clarified all my doubts about listbox with the help of  example and u r the first one to understand my (beginner) limitations.  Thanks once again. What ever u told me about the list box about data filtering , is it also possible to do with Combobox or checked list box ( it will save some space). If yes kindly tell me with the help of my code for list box.

Also can you briefly explain your code below, as of  now I have copied it and it is working.

 Dim sql As String = ""
        Dim cntries As String = ""

        For Each i As Object In Me.ListBox1.SelectedItems
            cntries += "'" & i.ToString() & "',"
        Next

        If cntries.Length > 0 Then
            cntries = cntries.Remove(cntries.Length - 1, 1)
        End If

        sql = "SELECT * FROM dbo.theDB.Table1 WHERE county_Name IN (" & cntries & ")"

        MessageBox.Show(sql)

Thanks a lot Sir. Only one problem I am facing with the list box- how to remove duplicate items  in the list box. I m using the following code  it works but if I deselect the item ( when I deselect the Last  item it shows error-- syntax sql...  ')' line 1). I wanted to use checked list box or  combo box for same purpose too save some space  but I will adhere to ur advice.
'Code for removing duplicate items in list box---
                For Row As Int16 = 0 To ListBox1.Items.Count - 2
                    For RowAgain As Int16 = ListBox1.Items.Count - 1 To Row + 1 Step -1
                        If ListBox1.Items(Row).ToString = ListBox1.Items(RowAgain).ToString Then
                            ListBox1.Items.RemoveAt(RowAgain)
                        End If
                    Next
                Next
            End While
            'Code ends for removing duplicate items in list box

David L. Hansen Sir,
I am making a project for compiling data using visual studio 2012 as front end and my Sql as backend for saving data. I often get data in Microsoft access format ( .accdb ) from various sources, which I require to add to my main data base in MySQL (after filtering). My requirement is too
 import ms access file i.e .accdb into datagrid view of  visual basic 2012  and after filtering save data grid view selected data in My Sql Main data base ( the columns of .accdb file are similar to my main data base and save the filtered data on data grid view in .accdb  format on desktop of my computer. Kindly help me with the code and procedure.

1. How to import .accdb  file to data grid view.
2. How  to merge the imported data on data grid view  with my sql data.
3. How to save as in .accdb   format the datagrid view data.