Once you add a .DataSource to your listbox, you cannot modify the ListBox.Items collection. Instead, you can modify the original source.
For example, if your listbox is bound to a generic list of strings:
List myList = new List();
myList.Add("Item 1");
myList.Add("Item 2");
myList.Add("Item 3");
myListBox.DataSource = myList;
// need to add an item to the list after it's bound
myList.Add("No records found.");