[dba-VB] OleDBAdapter vs SQLDataAdapter

I read that if a database has an SQL backend, then use the
SQLDataAdapter in VB.net.  OK... So, up until this point I have used OLE
and could pass parameters easily, for instance:

Select au_id, au_lname, state from authors where (state = ?)

If I am using the SQLDataAdapter this bombs.  What is the SQL
equivalent, or is this a bad idea to even use the SQL adapter?  Learning
is such a bear.