codice:
Imports System.Text
Imports System.Windows.Forms

Public Class Form1

    Dim valoreMemorizzato As New StringBuilder
    Dim dictionary As New Dictionary(Of CheckBox, TextBox)

    Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
        dictionary.Add(Me.CheckBox1, Me.TextBox1)
        dictionary.Add(Me.CheckBox2, Me.TextBox1)
        dictionary.Add(Me.CheckBox3, Me.TextBox2)
        dictionary.Add(Me.CheckBox4, Me.TextBox2)
        dictionary.Add(Me.CheckBox5, Me.TextBox3)
        dictionary.Add(Me.CheckBox6, Me.TextBox3)
        dictionary.Add(Me.CheckBox7, Me.TextBox4)
        dictionary.Add(Me.CheckBox8, Me.TextBox4)
        dictionary.Add(Me.CheckBox9, Me.TextBox5)
        dictionary.Add(Me.CheckBox10, Me.TextBox5)
    End Sub

    Private Sub Button1_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button1.Click
        Dim currentCheckBox As Control

        valoreMemorizzato.Remove(0, valoreMemorizzato.Length)

        For Each currentCheckBox In Me.Controls
            If currentCheckBox.GetType() Is GetType(CheckBox) Then
                If CType(currentCheckBox, CheckBox).Checked Then
                    Dim valueToAdd As String

                    If valoreMemorizzato.Length > 0 Then
                        valueToAdd = "; " & dictionary(currentCheckBox).Text
                    Else
                        valueToAdd = dictionary(currentCheckBox).Text
                    End If

                    valoreMemorizzato.Append(valueToAdd)
                End If
            End If
        Next

        Label1.Text = valoreMemorizzato.ToString()
    End Sub

End Class
Può andare?