I have created a simple program to insert values into the table [regist], but I keep getting the error 
Incorrect syntax near ')'
on cmd.ExecuteNonQuery();:
 private void button1_Click(object sender, EventArgs e)
 {
      SqlConnection cn = new SqlConnection("Data Source=DELL-PC;initial catalog=AdventureWorks2008R2 ; User ID=sa;Password=sqlpass;Integrated Security=SSPI;");
      SqlCommand cmd = new SqlCommand("INSERT INTO dbo.regist (" + " FirstName, Lastname, Username, Password, Age, Gender,Contact, " + ") VALUES (" + " @textBox1.Text, @textBox2.Text, @textBox3.Text, @textBox4.Text, @comboBox1.Text,@comboBox2.Text,@textBox7.Text" + ")", cn);
      cn.Open();
      cmd.ExecuteNonQuery();
      cn.Close();
}
I am new to this and I am really confused.
As I said in comments - you should always use parameters in your query - NEVER EVER concatenate together your SQL statements yourself.
Also: I would recommend to separate the click event handler from the actual code to insert the data.
So I would rewrite your code to be something like
In your web page's code-behind file (yourpage.aspx.cs)
private void button1_Click(object sender, EventArgs e)
{
      string connectionString = "Data Source=DELL-PC;initial catalog=AdventureWorks2008R2 ; User ID=sa;Password=sqlpass;Integrated Security=SSPI;";
      InsertData(connectionString,
                 textBox1.Text.Trim(),  -- first name
                 textBox2.Text.Trim(),  -- last name
                 textBox3.Text.Trim(),  -- user name
                 textBox4.Text.Trim(),  -- password
                 Convert.ToInt32(comboBox1.Text),  -- age
                 comboBox2.Text.Trim(), -- gender
                 textBox7.Text.Trim() );  -- contact
}
In some other code (e.g. a databaselayer.cs):
private void InsertData(string connectionString, string firstName, string lastname, string username, string password
                        int Age, string gender, string contact)
{
    // define INSERT query with parameters
    string query = "INSERT INTO dbo.regist (FirstName, Lastname, Username, Password, Age, Gender,Contact) " + 
                   "VALUES (@FirstName, @Lastname, @Username, @Password, @Age, @Gender, @Contact) ";
    // create connection and command
    using(SqlConnection cn = new SqlConnection(connectionString))
    using(SqlCommand cmd = new SqlCommand(query, cn))
    {
        // define parameters and their values
        cmd.Parameters.Add("@FirstName", SqlDbType.VarChar, 50).Value = firstName;
        cmd.Parameters.Add("@Lastname", SqlDbType.VarChar, 50).Value = lastName;
        cmd.Parameters.Add("@Username", SqlDbType.VarChar, 50).Value = userName;
        cmd.Parameters.Add("@Password", SqlDbType.VarChar, 50).Value = password;
        cmd.Parameters.Add("@Age", SqlDbType.Int).Value = age;
        cmd.Parameters.Add("@Gender", SqlDbType.VarChar, 50).Value = gender;
        cmd.Parameters.Add("@Contact", SqlDbType.VarChar, 50).Value = contact;
        // open connection, execute INSERT, close connection
        cn.Open();
        cmd.ExecuteNonQuery();
        cn.Close();
    }
}
Code like this:
Remove the comma
... Gender,Contact, " + ") VALUES ...
                  ^-----------------here
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