Adding a List to SQL database (Entity Database)
You're doing a lot of unnecessary iterating with your nested for loops. I would suggest using CONTAINS over a list of ints for your SQL query, this will eliminate your outer loop. Your inner loop is adding each individual item whereas you can use AddRange to just add them all. 

//Generate a List of Integers from your Indices:
int[] indexes = myCheckedListBox.CheckedIndices.Cast&lt;int&gt;().ToArray()

//Use that list of Integers to get your list of Sports Objects
var queryResult = from sp in context.Sports 
                  where indexes.Contains(sp.sportnr)

//Add your results. 
myMember.Sports.AddRange(queryResult);