<!DOCTYPE html>
<html>
<body>

<script  runat="server">
Sub ClickCheck(sender As Object, e As EventArgs)
      lbl1.Text = "Selected Item(s):<br>"
      Dim i As Integer
      For i = 0 To cb1.Items.Count - 1
           If cb1.Items(i).Selected Then
                lbl1.Text = lbl1.Text & cb1.Items(i).Text & "<br>"
           End If
      Next
End Sub
</script>


<form method="post" runat="server">
<asp:CheckBoxList id="cb1" AutoPostBack="True"
OnSelectedIndexChanged="ClickCheck" runat="server">
      <asp:ListItem Value="Item 1" />
      <asp:ListItem Value="Item 2" />
      <asp:ListItem Value="Item 3" />
      <asp:ListItem Value="Item 4" />
</asp:CheckBoxList>
<br>
<asp:label id="lbl1" runat="server"/>
</form>

</body>
</html>