Компьютерный форум NoWa.cc

Можно просто в текстовый файл с разделителем. В XML чуть посложнее... но только чуть)
Код:
Imports System.IO



Public Class Form1



    Private Const DATA_SEPARATOR As Char = ";"c



    '>>> Сохраняем список

    Private Sub Form1_FormClosing(ByVal sender As Object, ByVal e As System.Windows.Forms.FormClosingEventArgs) Handles Me.FormClosing

        Dim sData As String = String.Empty



        Using stream As New FileStream(Application.StartupPath & "\listbox.data", FileMode.OpenOrCreate)

            Using writer As New StreamWriter(stream)

                For Each Item As Object In lstData.Items

                    sData &= TryCast(Item, String) & DATA_SEPARATOR

                Next



                sData = Mid(sData, 1, Len(sData) - 1)



                writer.Write(sData)

            End Using

        End Using

    End Sub



    '>>> Загружаем список

    Private Sub Form1_Load(ByVal sender As Object, ByVal e As System.EventArgs) Handles Me.Load

        Dim sData As String = String.Empty



        Using stream As New FileStream(Application.StartupPath & "\listbox.data", FileMode.OpenOrCreate)

            Using reader As New StreamReader(stream)

                sData = reader.ReadToEnd

            End Using

        End Using



        If sData = String.Empty Then Return



        Dim ListItems As String() = sData.Split(DATA_SEPARATOR)



        For i As Short = 0 To ListItems.Length - 1

            lstData.Items.Add(ListItems(i))

        Next

    End Sub



    '>>> Добавляем новый Item

    Private Sub cmdAdd_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles cmdAdd.Click

        Dim s As String = InputBox("Enter here new list box item text:", "Add New Item", "New Item " & String.Format(CStr(lstData.Items.Count + 1), "00"))



        If s = String.Empty Then Return



        lstData.Items.Add(s)

    End Sub



End Class