Assuming that the items in your CheckedListBox are strings:
for (int i = 0; i < checkedListBox1.Items.Count; i++)
{
if ((string)checkedListBox1.Items[i] == value)
{
checkedListBox1.SetItemChecked(i, true);
}
}
Or
int index = checkedListBox1.Items.IndexOf(value);
if (index >= 0)
{
checkedListBox1.SetItemChecked(index, true);
}