For or Do statement for Listboxes in VB.NET [Resolved]

I have a listbox (currently project is in VB.NET but could do in VB6. The listbox contains a list of items. What would the syntax be for a For or Do statement that would perform an action for each item that is checked\highlighted?
IE. 6 names in a listbox, 3 are highlighted. What would the statement look like if I wanted a msgbox to pop-up for each of their names. Below is the syntax for VB6, I cannot figure out the syntax for VB.NET.

VB Code:

Dim n As Long, nCount As Long
nCount = List1.ListCount - 1
For n = 0 To nCount
    If List1.Selected(n) Then
        MsgBox List1.List(n)
    End If
Next

Try a for each loop and use the selecteditems collection of the listbox.

VB Code:

Dim obj As Object
        For Each obj In ListBox1.SelectedItems
            MsgBox(obj.ToString)
        Next

Thanks, I changed in to List1.CheckedItems because I changed it to a CheckedListBox.