In C# you can add a list of parameters to your SQLCommand.CommandText. Assuming customerName is a string of "'Bob', 'Joe', 'Fred'" you do something like this:
Dim command As New SqlCommand(commandText, connection)
' Add FirstName parameter for WHERE clause.
command.Parameters.Add("@FirstName", SqlDbType.nvarchar)
command.Parameters("@FirstName").Value = FirstName
In Query Analyzer you can't have a list in a @parameter, which is a nuisance, but you can pass one in from another source; for example your C# calling code. In your WHERE clause you do WHERE IN (@Name). In my testing I create a temp table and do WHERE in (SELECT FirstName FROM #MyCustomerTempTable), then when hooking it up replace the sub-query with the singleton parameter.
Source: http://msdn.microsoft.com/en-us/library/system.data.sqlclient.sqlcommand.parameters(v=vs.110).aspx
Another approach (which I used most frequently) to adding parameters to the command is:
' Add the input parameter and set its properties.
Dim parameter As New SqlParameter()
parameter.ParameterName = "@FirstName"
parameter.SqlDbType = SqlDbType.NVarChar
parameter.Value = firstName
' Add the parameter to the Parameters collection.
command.Parameters.Add(parameter)
Source (scroll down to the example):
http://msdn.microsoft.com/en-us/library/yy6y35y8(v=vs.110).aspx
You can also dynamically build your query in C# or do a string.replace and replace @parameter with 'my list of names', but neither of these methods are preferred to adding parameter objects to the SQL Command object. I would suggest getting a solid understanding of the SQL Command object so you can build that instead of manipulating strings.