I was surprised to see it didn't work as standard.
So, after a quick Google I found this:
I must admit that the solution in there didn't quite work for me 100% though.
The Listbox did scroll up and down but its not very smooth. Might just be my mouse though.
When closing the form I got an error. Again, this might have been caused by my test code rather than the given solution.
Have fun trying to get it working though as its not for the casual user.