Yaparak öğrenmen için Listview ile yaptım sende listbox'a çevirirsin artık.

using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Linq;
using System.Text;
using System.Windows.Forms;
using System.Data.SqlClient;

namespace WFA11062010ADO2
{
    public partial class Form1 : Form
    {
        public Form1()
        {
            InitializeComponent();
            this.Load += new EventHandler(Form1_Load);
        }

        void Form1_Load(object sender, EventArgs e)
        {
            string ConStr = "Server=.; Database=Northwind; Trusted_Connection=true";
            SqlConnection cnn = new SqlConnection();
            cnn.ConnectionString = ConStr;
            SqlCommand cmd = new SqlCommand();
            cmd.Connection = cnn;
            cmd.CommandText = "Select c.CategoryId,c.CategoryName,c.[Description] From Categories as c";

            if (cnn.State == ConnectionState.Closed)
                cnn.Open();

            SqlDataReader sdr = cmd.ExecuteReader();

            while (sdr.Read())
            {
                ListViewItem li = new ListViewItem();
                li.Text = sdr.GetInt32(0).ToString();
                li.SubItems.Add(sdr.GetString(1).ToString());
                li.SubItems.Add(sdr.GetString(2).ToString());

                listView1.Items.Add(li);

            }
            cnn.Close();
        }
    }
}