I have never had any problems loading items to list boxes; you just do: TheListBox.Items.LoadFromFile('MyData'); and the data appears in the list as it is. From the programmer's point of view, loading items to a list box is almost exactly the same as loading lines to a memo, or doing the same to any control's propety derived from TStrings.
However ... it's different if whatever property it is descended from TStringList (or similarly extended TStrings descendant) or if the component/control had some other property that may affect how the list is build/shown.
In the case of TListBox, it has a Sorted property that, as it name announces, makes the items in the list appear sorted; it's as if you used a TStringList to load the file, called StringList.Sort and then loaded the listbox items from that string list.
If that's what is happening the solution is easy: just make sure your listbox's Sorted property is set to False.
HTH!