How to select all items in a ListBox really fast?

Assuming this is a Windows Forms problem: Windows Forms will draw changes after each selected item. To disable drawing and enable it after you're done use the BeginUpdate() and EndUpdate() methods.

listBox.BeginUpdate();

for (int i = 0; i < listBox.Items.Count; i++)
    listBox.SetSelected(i, true);

listBox.EndUpdate();