Programming does not exist in a vacuum. How would you do this with a pen and paper? Each time you add an item you would add a comma first, except if there were no items already in the list. The same goes here:
vb.net Code:
  1. For Each i In ListBox2.Items
  2.     If items <> String.Empty Then
  3.         items &= ", "
  4.     End If
  5.  
  6.     items &= i
  7. Next i
Note that that will get the list in the opposite order to what you currently have. If that's an issue then use a For instead of a For Each loop and work backwards.