Handle the SelectedIndexChanged event of your ListBox:
private void myListBox_SelectedIndexChanged(object sender, EventArgs e)
{
ListBox lb = sender as ListBox;
if (lb != null)
{
int index = lb.SelectedIndex;
Console.WriteLine(index);
}
}
This will only work if the SelectionMode is One: for Multi selection listboxes you need to look at the SelectedIndexes list instead.