It would be faster if you did a couple of things:

var
tmpCol: TIB_Column;
begin
...
tmpCol := q.BufferFieldByName( 'DOC_NR' );

q.BeginBusy( false );
sl.BeginUpdate;

try

q.BufferFirst;
While not q.BufferEOF do begin
if q.Selected[q.BufferRowNum] then
sl.Add( tmpCol.AsString )
q.BufferNext;
end;

finally
sl.EndUpdate;
q.EndBusy;
end;


HTH,
Jason Wharton