Use the listbox's AfterUpdate() event rather than the OnClick() - clicking anywhere on a listbox starts the latter event, whereas the former runs once data in the list has been selected.
Are you saying you want it to set the criteria for a query or actually open different queries based on the selection.
I've setup listboxes for people to allow them to choose a report to run. The way I did that was create a table where the first field contained the name of the report and the second was a description. Then I set the listbox bound to the first field but only display the second.
Not sure how you decide which query to run - here's a suggestion.
Code:
Private Sub lstYourListbox_AfterUpdate()
Select Case Me.lstYourListBox
Case = "Whatever"
DoCmd.OpenQuery "ThisQuery"
Case = "ThisOrThat"
DoCmd.OpenQuery "ThatQuery"
Case Else
DoCmd.OpenQuery "OtherQuery"
End Select
End Sub