You'd handle the key down event, and delete the selected item.
As the 6-dimensional mathematics professor said to the brain surgeon, "It ain't Rocket Science!"
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Private Sub ListBox1_KeyDown(ByVal sender As System.Object, ByVal e As System.Windows.Forms.KeyEventArgs) Handles ListBox1.KeyDown
If e.KeyCode = Keys.Delete AndAlso ListBox1.SelectedItem <> Nothing Then
ListBox1.Items.RemoveAt(ListBox1.SelectedIndex)
End If
End Sub
Sorry for not trying anything before asking a question.
I think since I have access to getting a quick answer I should ask before experimenting by myself... I really need to stop doing that.