Private Sub ListBox1_KeyDown(sender As Object, e As KeyEventArgs) Handles _
    ListBox1.KeyDown
    If e.KeyCode = Keys.Delete AndAlso ListBox1.SelectedItem IsNot Nothing Then
      Dim i = ListBox1.SelectedIndex
      ListBox1.Items.RemoveAt(i)
      If i < ListBox1.Items.Count Then
        ListBox1.SelectedIndex = i
      End If
    End If
  End Sub

Public Class frmKillListItem
 
    Dim TestItems As New List(Of Integer)           'Datenquelle
 
    Dim bsTest As New BindingSource                 'Management der Datenbindung
 
    Dim WithEvents lboTest As New ListBox With
        {.Parent = Me,
        .Width = 50, .Height = 300, .Left = 10,
        .DataSource = bsTest}                       'gebundenes Listbox-Control
 
 
    Private Sub frmKillListItem_Load(sender As Object, e As EventArgs) Handles _
      MyBase.Load
 
        Me.MinimumSize = New Size(100, 400)
        Me.Size = Me.MinimumSize
 
        'Einige Testitems in die Liste setzen
        For i As Integer = 0 To 9
            TestItems.Add(i + 10)
        Next i
 
        'Datenbindung herstellen
        bsTest.DataSource = TestItems
    End Sub
 
 
    Private Sub lboTest_KeyDown(sender As Object, e As KeyEventArgs) Handles _
      lboTest.KeyDown
 
        If e.KeyCode = Keys.Delete AndAlso lboTest.SelectedIndex >= 0 Then
            'Listenitem am gewählten Index aus der Liste (Datenquelle) löschen
            TestItems.RemoveAt(lboTest.SelectedIndex)
            'Datenbindung der Liste aktualisieren
            bsTest.ResetBindings(False)
        End If
    End Sub
End Class