private void WhatIsChecked_Click(object sender, System.EventArgs e) {
    // Display in a message box all the items that are checked.

    // First show the index and check state of all selected items.
    foreach(int 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 show the object title and check state for each item selected.
    foreach(object itemChecked in checkedListBox1.CheckedItems) {

        // Use the IndexOf method to get the index of an item.
        MessageBox.Show("Item with title: \"" + itemChecked.ToString() + 
                        "\", is checked. Checked state is: " + 
                        checkedListBox1.GetItemCheckState(checkedListBox1.Items.IndexOf(itemChecked)).ToString() + ".");
    }
}