Hi Waghmare,

Refer below sample.

Database

For this example I have used of Northwind database that you can download using the link given below.

Download Northwind Database

HTML

<script type="text/javascript" src="http://ajax.googleapis.com/ajax/libs/jquery/1.8.3/jquery.min.js"></script>
<link rel="stylesheet" type="text/css" href="http://cdnjs.cloudflare.com/ajax/libs/twitter-bootstrap/3.0.3/css/bootstrap.min.css" />
<script type="text/javascript" src="http://cdnjs.cloudflare.com/ajax/libs/twitter-bootstrap/3.0.3/js/bootstrap.min.js"></script>
<link rel="stylesheet" type="text/css" href="http://cdn.rawgit.com/davidstutz/bootstrap-multiselect/master/dist/css/bootstrap-multiselect.css" />
<script type="text/javascript" src="http://cdn.rawgit.com/davidstutz/bootstrap-multiselect/master/dist/js/bootstrap-multiselect.js"></script>
<script type="text/javascript">
    $(function () {
        $('[id*=lstCustomers]').multiselect({
            includeSelectAllOption: true,
            enableFiltering: true,
            filterPlaceholder: 'Search',
            enableCaseInsensitiveFiltering: true,
            dropRight: true
        });
    });
</script>
<div class="col-md-3">
    <label class="control-label" style="margin-top: 10px;">
        Customers</label>
    <asp:ListBox ID="lstCustomers" runat="server" SelectionMode="Multiple" class="form-control">
    </asp:ListBox>
    <asp:Button Text="Submit" OnClick="OnSubmit" runat="server" CssClass="btn btn-default" />
</div>

Namespaces

C#

using System.Configuration;
using System.Data;
using System.Data.SqlClient;

VB.Net

Imports System.Configuration
Imports System.Data
Imports System.Data.SqlClient

Code

C#

protected void Page_Load(object sender, EventArgs e)
{
    if (!IsPostBack)
    {
        lstCustomers.DataSource = GetData("SELECT TOP 10 CustomerID,ContactName FROM Customers");
        lstCustomers.DataTextField = "ContactName";
        lstCustomers.DataValueField = "CustomerID";
        lstCustomers.DataBind();
    }
}

protected void OnSubmit(object sender, EventArgs e)
{
    string message = "";
    foreach (ListItem item in lstCustomers.Items)
    {
        if (item.Selected)
        {
            message += item.Text + " " + item.Value + "\\n";
        }
    }
    ClientScript.RegisterClientScriptBlock(this.GetType(), "alert", "alert('" + message + "');", true);
}

private DataSet GetData(string query)
{
    string conString = ConfigurationManager.ConnectionStrings["constr"].ConnectionString;
    SqlCommand cmd = new SqlCommand(query);
    using (SqlConnection con = new SqlConnection(conString))
    {
        using (SqlDataAdapter sda = new SqlDataAdapter())
        {
            cmd.Connection = con;
            sda.SelectCommand = cmd;
            using (DataSet ds = new DataSet())
            {
                sda.Fill(ds);
                return ds;
            }
        }
    }
}

VB.Net

Protected Sub Page_Load(ByVal sender As Object, ByVal e As EventArgs) Handles Me.Load
    If Not IsPostBack Then
        lstCustomers.DataSource = GetData("SELECT TOP 10 CustomerID,ContactName FROM Customers")
        lstCustomers.DataTextField = "ContactName"
        lstCustomers.DataValueField = "CustomerID"
        lstCustomers.DataBind()
    End If
End Sub

Protected Sub OnSubmit(ByVal sender As Object, ByVal e As EventArgs)
    Dim message As String = ""
    For Each item As ListItem In lstCustomers.Items
        If item.Selected Then
            message += item.Text & " " + item.Value & "\n"
        End If
    Next
    ClientScript.RegisterClientScriptBlock(Me.[GetType](), "alert", "alert('" & message & "');", True)
End Sub

Private Function GetData(ByVal query As String) As DataSet
    Dim conString As String = ConfigurationManager.ConnectionStrings("constr").ConnectionString
    Dim cmd As SqlCommand = New SqlCommand(query)
    Using con As SqlConnection = New SqlConnection(conString)
        Using sda As SqlDataAdapter = New SqlDataAdapter()
            cmd.Connection = con
            sda.SelectCommand = cmd
            Using ds As DataSet = New DataSet()
                sda.Fill(ds)
                Return ds
            End Using
        End Using
    End Using
End Function

Screenshot