This way
<asp:ListBox ID="ListBox1" runat="server" Width="150" Height="60" SelectionMode="Multiple">
</asp:ListBox>
<br />
<br />
<asp:Button ID="btnAdd" Text="Add" runat="server" OnClientClick="return AddValues()" />
<script type="text/javascript">
function AddValues() {
var value = prompt("Please enter values.", "");
var listBox = document.getElementById("ListBox1");
var option = document.createElement("OPTION");
option.innerHTML = value;
option.value = value;
listBox.appendChild(option);
return false;
}
</script>