Unable to write query in SQL2005 & c# asp.net

SqlConnection con;
    SqlCommand cmd;
    SqlDataReader dr;
    private string s;
    protected void Page_Load(object sender, EventArgs e)
    {
        if (!IsPostBack)
        {
            ddlComplaint.Items.Insert(0, new ListItem("---Select---", "---Select---"));
            FillDropDownList();
            ddlAllow.Items.Insert(0, new ListItem("---Select---", "---Select---"));
            FillTechnicianDropDownList();
        }
    }
   
   

    // Fill Dropdownlist
    public void FillDropDownList()
    {
        s = WebConfigurationManager.ConnectionStrings["Callregister_connectionstring"].ConnectionString;
        con = new SqlConnection(s);
        con.Open();
        cmd = new SqlCommand("Select Complaint_no from Call_Reg where Status='Open'" , con);
        dr = cmd.ExecuteReader();
        while (dr.Read())
        {
            ddlComplaint.Items.Add(dr[0].ToString());
        }
        dr.Close();
        con.Close();
    }

    // Show data in GridView
    protected void btnSearch_Click(object sender, EventArgs e)
    {
        s = WebConfigurationManager.ConnectionStrings["Callregister_connectionstring"].ConnectionString;
        con = new SqlConnection(s);
        con.Open();
        cmd = new SqlCommand("Select * from Call_Reg where Complaint_no='" + ddlComplaint.SelectedItem.ToString() + "'", con);
        dr = cmd.ExecuteReader();
        GridView2.DataSource = dr;
        GridView2.DataBind();
        dr.Close();
        con.Close();
    }

    // Fill Technician 
    public void FillTechnicianDropDownList()
    {
        s = WebConfigurationManager.ConnectionStrings["Callregister_connectionstring"].ConnectionString;
        con = new SqlConnection(s);
        con.Open();
        cmd = new SqlCommand("Select Fname from New_Tech", con);
        dr = cmd.ExecuteReader();
        while (dr.Read())
        {
            ddlAllow.Items.Add(dr[0].ToString());
        }
        dr.Close();
        con.Close();
    }

    protected void btnAllo_Click(object sender, EventArgs e)
    {
        SqlConnection con = new SqlConnection("SERVER=KSHITIJA-PC; Initial Catalog=CRM;Integrated Security=True");
        //SqlCommand cmd = new SqlCommand("Update Call_reg set status='Assigned' Where Complaint_no= '" + ddlComplaint.SelectedItem.ToString() + "'", con);
        SqlCommand cmd = new SqlCommand(" insert into Call_Allocation values('select a.Fname from New_Tech a join Call_reg b on a.Fname=b.Complaint_no '", con);
        try
        {
            con.Open();

            int i = cmd.ExecuteNonQuery();
            //int a = cmd1.ExecuteNonQuery();
            if (i  == 1)
            {
                ddlComplaint.SelectedItem.Text = "";
                EO.Web.MsgBoxButton mb = new EO.Web.MsgBoxButton("OK");
                MsgBox1.Show("Message: ", "Call Assigned to Technician", null, mb);
             }

        }
        catch (Exception ex)
        {
            EO.Web.MsgBoxButton mb = new EO.Web.MsgBoxButton("OK");
            MsgBox1.Show("Error: ", ex.Message, null, mb);

        }
        con.Close();
    }