If you're using C# perhaps you're running Windows. In that case you could use Gobetwino to run a command on the PC in response to messages from the Arduino. The command could use console database utilities to execute an SQL query to insert the data to your database.
Alternatively you can write your own PC application (using C# or whatever other language you prefer) to read messages from the Arduino serial port and parse them to extract the data, and then execute an SQL query to insert that data into the database. C# has a lot of support for database access so that part should be easy, and reading from the serial port is also easy. There are bound to be examples in the playground showing how to do that sort of thing, and there's a whole section of the forum where you can ask for help if you get stuck.