Right a few pointers.
You need to parametrise your try, catch block:
try
{
}
catch(Exception ex)
{
}
Also concatenating the the text value into the command is going to open you up to SQL injection.
If I entered:
GO delete from tblKhoa GO
Into your text box it's possible I could delete all the records from the row.
You should use parameters.
SqlCommand cmd = new SqlCommand("Insert Into tblKhoa (TenKhoa) Value(@MyValue)", conn);
IDbDataParameter param = cmd.CreateParameter();
param.Name = "@MyValue";
param.Type = DbType.String;
param.Value = txtKhoa.Text;
cmd.Parameters.Add(param);
This stop the user including SQL syntax in the text box and cause damage to your database.