PeterH:
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.
Thanks a lot PeterH , but I would like if you explain more to me what is going to serve the Gobetwino since I could already see my output in the c# interface.