Try
[VBA]
Private Sub UserForm_Initialize()
For i = 1 To 10
ListBox1.AddItem "Data" & i
Next
End Sub
Private Sub CommandButton1_Click()
Dim tmp As Long
tmp = ListBox1.ListIndex
ListBox2.AddItem ListBox1
ListBox1.RemoveItem (tmp)
End Sub

[/VBA]

or

http://support.microsoft.com/kb/213756/EN-US if list comes from your spreadsheet.

Regards
MD