Get selected items from checkedListBox

This way is not good,or rather is working but not so,the selected item replaces the previous one(I have them displayed in a DataGridView),but it is necessary that many of the items I chose so many and display in a DataGridView. Can someone tell me what it might be? Because in WPF it works... thanks in Advance.

foreach (string s in checkedListBox2.SelectedItems)
{    
   query += " " + s.ToString() + ".ALLMEMBERS *";
}