In the aspx side you can specify the selected="true" to the listitem
<asp:CheckBoxList ID="CheckBoxList1" runat="server">
<asp:ListItem>Item1</asp:ListItem>
<asp:ListItem>Item2</asp:ListItem>
<asp:ListItem>Item3</asp:ListItem>
<asp:ListItem Selected="True">Item4</asp:ListItem>
</asp:CheckBoxList>
You can set it from the code-behind also,
CheckBoxList1.Items[1].Selected = true;
CheckBoxList1.Items[2].Selected = true;