Multi-Threading proxy checker Object not set to an instance of an object

I'm trying to make a multi-threaded proxy checker.

I already have a kinda working checker but it gives me this error: Object reference not set to an instance of an object.

I don't know how to solve it and I also don't know why its giving me that error.

Can someone explain me why it is giving me this error and how I should handle it?

Here is my code:

    Private Sub checkProxys(ByVal location As Integer)
    CheckForIllegalCrossThreadCalls = False
    Dim proxy As String

    Do Until location >= ListBox1.Items.Count - 1

        Dim countitems = ListBox1.Items.Count - 1
        ' Console.WriteLine("Location: " & location & "|  Listbox Items: " & ListBox1.Items.Count.ToString & "|  Items - 1: " & countitems.ToString)

        Dim myProxy As WebProxy
        proxy = ListBox1.Items(location).ToString
        ListBox1.Items.RemoveAt(location)

        Try
            myProxy = New WebProxy(proxy)
            Dim r As HttpWebRequest = HttpWebRequest.Create("http://www.google.com")
            r.UserAgent = "Mozilla/5.0 (Windows NT 6.2; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/29.0.1547.2 Safari/537.36"
            r.Timeout = TrackBar2.Value
            r.Proxy = myProxy
            Dim re As HttpWebResponse = r.GetResponse()
            ListBox2.Items.Add(proxy)
            Label9.Text = "Working proxy's: " & ListBox2.Items.Count.ToString
            Label4.Text = "Proxy's loaded: " & ListBox1.Items.Count
        Catch
            ListBox3.Items.Add(proxy)
            Label10.Text = "Unresponsive proxy's: " & ListBox3.Items.Count.ToString
            Label4.Text = "Proxy's loaded: " & ListBox1.Items.Count
        End Try
    Loop

End Sub

Private Sub Button3_Click(sender As Object, e As EventArgs) Handles Button3.Click
    If ListBox1.Items.Count < 1 Then
        MsgBox("Make sure to import a proxy list first.")
    Else
        For x As Integer = 1 To TrackBar1.Value
            Dim checkProxyThread As New Threading.Thread(AddressOf checkProxys)
            checkProxyThread.Start(x)
        Next
    End If

End Sub

error occures at this line: ListBox1.Items.RemoveAt(location)