JMcilhinney gave you good advice on how to approach programming generally. To answer this question...

Code:
Public Class Form1

    Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
        Dim lines() As String = IO.File.ReadAllLines("E:\Desktop\Run Commands.txt")
        Dim first() As String = Array.ConvertAll(lines, Function(l As String) l.Split(New String() {"***"}, StringSplitOptions.RemoveEmptyEntries)(0))
        Dim second() As String = Array.ConvertAll(lines, Function(l As String) l.Split(New String() {"***"}, StringSplitOptions.RemoveEmptyEntries)(1))
        ListBox1.DataSource = first
        ListBox2.DataSource = second
    End Sub

    Private Sub ListBox1_SelectedIndexChanged(ByVal sender As Object, ByVal e As System.EventArgs) Handles ListBox1.SelectedIndexChanged
        If ListBox1.Items.Count = 0 Or ListBox2.Items.Count = 0 Then Return
        ListBox2.SelectedIndex = ListBox1.SelectedIndex
    End Sub

    Private Sub ListBox2_SelectedIndexChanged(ByVal sender As Object, ByVal e As System.EventArgs) Handles ListBox2.SelectedIndexChanged
        If ListBox1.Items.Count = 0 Or ListBox2.Items.Count = 0 Then Return
        ListBox1.SelectedIndex = ListBox2.SelectedIndex
    End Sub

End Class