TTICheckListBox

   type
      TMonth = (Jan, Feb, Mar, Apr, May, Jun, Jul, Aug, Sep, Oct, Nov, Dec);
      TMonths = set of TMonth;
      //
      TForm1 = class(TForm)
      private
         FMonths: TMonths;
      published
         property Months: TMonths read FMonths write FMonths;
      end;

      with TICheckListBox1.LInk do begin
          TIObject:= Form1;
          TIPropertyName := 'Months';
      end;

      with TICheckListBox1.LInk do begin
          with AliasValues do begin
             Clear;
             Add('Jan=January');
             Add('Feb=February');
             Add('Mar=March');
             Add('Apr=April');
             Add('Nov=November');
             Add('Dec=December');
          end;
          TIObject:= Form1;
          TIPropertyName := 'Months';
      end;

    January
    February
    March
    April
    November
    December 
    May
    Jun
    Jul
    Aug
    Sep
    Oct

      Nov in FMonths