Работает в VS2013, чистый код FrameWork4.5 VB
Поместите объявление и константу в начало класса
Использование помещает остаток кода в Form_Load, как в примере кода.
Private Declare Function SendMessageByNum Lib "user32" Alias "SendMessageA" _
(ByVal hwnd As IntPtr, ByVal wMsg As UInt32, ByVal wParam As IntPtr, ByVal lParam As IntPtr) As IntPtr
Private Const lB_SETITEMHEIGHT As Integer = &H1A0
Private Sub Form_Load(ByVal sender As Object, ByVal e As System.EventArgs) Handles Me.Load
Dim ItemHeight As Integer = Me.Font.Height + 4
SendMessageByNum(CheckedListBoxControl.Handle, lB_SETITEMHEIGHT, CType(0, IntPtr), CType(ItemHeight, IntPtr))
End Sub