For every item which is checked, you'll need to treat it as a DataRow. In order to do so, you can just cast it as a DataRowView and look for the 'Column' which contains the value you want.
int[] currentSelectedValue = new int[this.checkedListBox1.CheckedItems.Count];
for (int i = 0; i <= this.checkedListBox1.CheckedItems.Count - 1; i++)
{
currentSelectedValue[i] = Convert.ToInt32((this.checkedListBox1.CheckedItems[i] as DataRowView)["ValueMember"]); }
So in this case, look for the column which you've dedicated as the ValueMember column.
It's also easier to create a for loop which is only looping through checked items. :)
Hope this helps.