You should change your code to make use of SqlParameters and adapt your insert statement to the following
string connetionString = "Data Source=UMAIR;Initial Catalog=Air; Trusted_Connection=True;" ;
// [ ] required as your fields contain spaces!!
string insStmt = "insert into Main ([First Name], [Last Name]) values (@firstName,@lastName)";
using (SqlConnection cnn = new SqlConnection(connetionString))
{
cnn.Open();
SqlCommand insCmd = new SqlCommand(insStmt, cnn);
// use sqlParameters to prevent sql injection!
insCmd.Parameters.AddWithValue("@firstName", textbox2.Text);
insCmd.Parameters.AddWithValue("@lastName", textbox3.Text);
int affectedRows = insCmd.ExecuteNonQuery();
MessageBox.Show (affectedRows + " rows inserted!");
}