Hi kmhaga03 and welcome,
It looks like your list box is displaying HTML text which will complicate things. To select a value in a list box, you just set the value of the list box to the value you want to select. In this case, you would add a set value rule to do this for the <div>Soldiers ... line. Not hard to do after the data is queried. However, the markup will make it difficult. It almost seems like you have a rich text control (not a list box) and what you really want to do is to highlight a section in it. That requires editing the rich text XHTML markup which is going to be tricky because you will have to parse it and add the highlight codes correctly around just hte section you want highlighted. That feature definitely is not supported in out-of-box InfoPath. You could write code to do it, but editing XHTML is just not a good idea since it can lead to broken data if you have bugs in your parsing logic.
Sorry I don't have a more promising reply...