Use JavaScript, see example:
<script type="text/javascript" language="javascript">
function showCheckedBoxId() {
var checkboxlist = document.getElementById('<%= CheckBoxList1.ClientID%>');
var label = document.getElementById('<%= Label1.ClientID%>');
label.innerHTML = "You have selected ";
var checkBoxes = checkboxlist.getElementsByTagName("input");
for (i = 0; i < checkBoxes.length; i++) {
if (checkBoxes[i].checked) label.innerHTML = label.innerHTML + " " + checkBoxes[i].id;
}
return false;
}
</script>
</head>
<body>
<form id="form1" runat="server">
<div>
<asp:CheckBoxList ID="CheckBoxList1" runat="server" onchange="return showCheckedBoxId()">
<asp:ListItem>ASP.NET</asp:ListItem>
<asp:ListItem>C#</asp:ListItem>
<asp:ListItem>VB.NET</asp:ListItem>
<asp:ListItem>PHP</asp:ListItem>
<asp:ListItem>HTML</asp:ListItem>
</asp:CheckBoxList>
<br />
<asp:Label ID="Label1" runat="server"></asp:Label></div>
</form>