Public Class Form1
  Private CheckCount As Integer = 0
...
 
  Private Sub CheckedListBox1_ItemCheck(ByVal sender As Object, _
    ByVal e As System.Windows.Forms.ItemCheckEventArgs) Handles _
    CheckedListBox1.ItemCheck
 
    If e.NewValue = CheckState.Checked Then
      If CheckCount > 0 Then
        e.NewValue = CheckState.Unchecked
      Else
        CheckCount = 1
      End If
    Else
      CheckCount = 0
    End If
  End Sub
...

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