You can try following code:
Protected Sub btnSaveSetProject_Click(ByVal sender As Object, ByVal e As System.EventArgs) Handles btnSaveSetProject.Click
Dim ds_selectedProjects As New DataSet
Dim dt = New DataTable()
Dim dcName = New DataColumn("Name", GetType(String))
dt.Columns.Add(dcName)
Dim eStr As String = String.Empty
Try
For Each checkBox As CheckBox In chkbxlst_Users.Items
If (checkBox.Checked = True) Then
Dim dr As DataRow = dt.NewRow()
dr("ID") = checkBox.Text
dt.Rows.Add(dr)
End If
Next
ds_selectedProjects.Tables.Add(dt)
Catch ex As Exception
'Me.ShowErrorMessage(ex.Message, "...btnSaveSetProject")
End Try
End Sub