When you use parameters (and that's exactly what you should do) you should define a SqlCommand object separately and use that command for your data adapter. So the whole code could look something like:
Dim conStr As String = "Data Source=.\SQLEXPRESS;AttachDbFilename=|DataDirectory|\dbTest.mdf;Integrated Security=True;User Instance=True"
Dim sqlQry As String = "SELECT * FROM [tblTest] WHERE ([Name] = @Name)"
Dim dAdt As New System.Data.SqlClient.SqlDataAdapter()
Dim dSet As New DataSet()
Dim queryCommand As New System.Data.SqlClient.SqlCommand()
Dim queryConnection As New System.Data.SqlClient.SqlConnection()
queryConnection.ConnectionString = conStr
queryConnection.Open()
queryCommand.Connection = queryConnection
queryCommand.CommandText = sqlQry
queryCommand.Parameters.AddWithValue("@Name", textBox1.Text)
dAdt.SelectCommand = queryCommand
dAdt.Fill(dSet)
queryConnection.Close()
Remember to replace
textBox1.Text
with your actual text box object.
Also opening the connection, executing the fill etc should be enclosed to proper try..catch block