Amigos ya lo resolvi gracias por no responder
 
    Private Sub BtnAplicar_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles BtnAplicar.Click
        Dim paises(4) As String 
        paises(0) = "peru"
        paises(1) = "bolivia"
        paises(2) = "chile"
        paises(3) = "ecuador"
        paises(4) = "brasil" 
        Lstpaises.Items.Add(paises(0))
        Lstpaises.Items.Add(paises(1))
        Lstpaises.Items.Add(paises(2))
        Lstpaises.Items.Add(paises(3))
        Lstpaises.Items.Add(paises(4))
    End Sub 
Que sencillo era 

