Best resource is indeed MSDN:
On http://msdn.microsoft.com/en-us/library/yy6y35y8%28v=vs.110%29.aspx you can find information how parameters are used when working with OLE DB, ODBC or MS-SQL in .NET , ODBC in .NET is provided via ADO.NET which is similar to ADO ActiveX.
Most important, you can't declare parameters as @param, you have to use a question mark instead and pass all your parameters in the right order.
I stumbled upon that when I had to write a data table editor in C#.