CheckedListBox.CheckedItemCollection objCheckedItem = checkedListBox1.CheckedItems;
if (objCheckedItem.Count > 0)
{
    System.Collections.ArrayList arrCheckedItems = new System.Collections.ArrayList();
    for (int iCount = 0; iCount < objCheckedItem.Count; ++iCount)
    {
        arrCheckedItems.Add(objCheckedItem[iCount]);
    }                
}