I have a list of it, that is my SelectedValue from some ComboBox.
Dim AppsInt = MyApps.CheckedItems.Select(Function(x) Convert.ToInt32(x.Value)).ToList()
Dim myObj = New List( Of Item )
Dim FooItem = New item ( 42 )
AppsInt.foreach( x => myObj .add(new Item(x) ) ) ;
AppsInt.ForEach( Function(it) myObj.Add(New Item(it)) )
Lambda expression inside you
ForEach expression does not returns any result (and compiler said it to you). It means that you have two ways to solve it:
Add return statement into your lamda expression that will return anything:
AppsInt.ForEach(Function(it) myObj.Add(New Item(it)) Return 1 ' it's not matter what you will return here. End Function)
Sub is not obliged to return any value.
Second option is more preferable.