I figured out what happened. I was
getting an error when I went to close the cmd object connection, but
until I was viewing in the local browser in VS.NET, as opposed to
building and browsing, I didn't see it. That was why the checks
weren't showing up in the checkboxes. One way to set  the Checkbox
list is like this:

'iterate through the check boxes in the checkbox list  - "li" has
been declared as a listitem. chkEvents is the name of the
checkboxlist

For Each li In Me.chkEvents.Items
'if the list item value equals the db value we're
comparing(tmpDRValue is a variable set to DR1.GetValue(7), the 8th
element in the Datareader)

If li.Value = tmpDRValue Then
'set the Selected to true and this checkbox will
be checked.

li.Selected = True


End If

'iterate to the next checkbox in the list
Next

End While