Problems Grasping Ado.net - Coming From Asp Background

Hi, i've downloaded a membership and roles provider but i am very new to ado.net.  I have come from asp background.  Here's my code:

public override void AddUsersToRoles(string[] usernames, string[] rolenames) {
    // Validate arguments
    foreach (string rolename in rolenames) if (!this.RoleExists(rolename)) throw new ProviderException("Role name not found");
    foreach (string username in usernames) {
        if (username.IndexOf(',') > 0) throw new ArgumentException("User names cannot contain commas.");
        foreach (string rolename in rolenames) {
            if (IsUserInRole(username, rolename)) throw new ProviderException("User is already in role.");
        }
    }

    SqlConnection db = this.OpenDatabase();
    SqlCommand cmd = new SqlCommand("INSERT INTO UsersInRoles (UserName, RoleName) VALUES (@UserName, @RoleName)", db);
    cmd.Parameters.Add("@UserName", SqlDbType.VarChar, 100);
    cmd.Parameters.Add("@RoleName", SqlDbType.VarChar, 100);
    SqlTransaction tran = null;

    try {
        tran = db.BeginTransaction();
        cmd.Transaction = tran;
        foreach (string username in usernames) {
            foreach (string rolename in rolenames) {
                cmd.Parameters["@UserName"].Value = username;
                cmd.Parameters["@RoleName"].Value = rolename;
                cmd.ExecuteNonQuery();
            }
        }
        tran.Commit();
    }
    catch {
        tran.Rollback();
        throw;
    }
    finally {
        db.Close();
    }
}

private SqlConnection OpenDatabase() {
    SqlConnection DB = new SqlConnection(this.connectionString);
    DB.Open();
    return DB;
}