If your ListBox names List1, just Add the following code into the correct places (indicated in the commented lines).

Code:
'In the General Declarations
Private Declare Function SendMessageLong Lib _
        "user32" Alias "SendMessageA" _
        (ByVal hwnd As Long, _
        ByVal wMsg As Long, _
        ByVal wParam As Long, _
        ByVal lParam As Long) As Long

Public Const LB_SETSEL = &H185&

'Into a CommandButton Click event or something you want
Call SendMessageLong(List1.hwnd, LB_SETSEL, True, -1)
I hope this can helps you. Good Look!