Strange how it is not error'in, since I'm sure there shouldn't be a .DataSource property for a CheckListBox.
In order for you to set the DataSource, DisplayMember and ValueMember for the CheckListbox is to cast it as a ListBox, like so:
DataTable temp = new DataTable();
temp.Columns.Add("ValueMember", typeof(byte));
temp.Columns.Add("DisplayMember", typeof(string));
temp.Rows.Add(0, "Zero");
temp.Rows.Add(1, "One");
temp.Rows.Add(2, "Two");
temp.Rows.Add(3, "Three");
temp.Rows.Add(4, "Four");
temp.Rows.Add(5, "Five");
(this.checkedListBox1 as ListBox).DataSource = temp;
(this.checkedListBox1 as ListBox).DisplayMember = "DisplayMember";
(this.checkedListBox1 as ListBox).ValueMember = "ValueMember";
Hope this Helps.