You may try to use a class that contains your object (the one you bind the list from) and a boolean value which is checked/unchecked. Then you can iterate through that collection and find the checked entries. Oh, remember to bind the IsChecked property of the CheckBox to your value.
Hope this helps.
PS: you may try this: http://merill.net/2009/10/wpf-checked-listbox/
I put the answer here in order to tell other that it has a solution. :-)