private void Form1_Load(object sender, EventArgs e)
{
            CheckedListBox1.Sorted = true;
            CheckedListBox1.TopIndex = 0;
            CheckedListBox1.CheckOnClick = true;
            CheckedListBox1.SelectionMode = SelectionMode.One;
}

private void CheckedListBox1_ItemCheck(object sender, ItemCheckEventArgs e)
{
            for (int ix = 0; ix < CheckedListBox1.Items.Count; ++ix)
            {
                if (ix != e.Index)
                {
                    CheckedListBox1.SetItemChecked(ix, false);
                }
            }
}