I think your list box and bar chart is connected very well, but you set a new selection to WRLD_RGN in your set expression, so the actual selection in your list box is not taken into account.
add a WRLD_RGN * to the assignment to WRLD_RGN just after the equal sign (or use *=), like in
This should do the trick.
you might also consider using a separate table to link your regions to your classification maybe like
LOAD * INLINE [
Oceania,'Asia & Others'
Supra,'Asia & Others'
Asia,'Asia & Others'
OffShore,'Asia & Others'
India,'Asia & Others'
Then you could use SALESREGION as a listbox as well as a dimension field in your chart.