I would not reccomend putting your dal code in a try/catch block. At least you should be logging or doing something about it  , currently you're just returning false (or no value). If there is an exception occured, let it occur, or put a try/catch on the function that calls it. Remember that exceptions vary (did the db server stop? was the sql malformed? these all are different cases.)

Using "using" is a better practice for all IDisposable objects, thus embrace it. If you run visual studio's code analysis tools (ultimate edition only i guess) it would also tell you to do so.

my version of your code is similar to Jeff's (which I wanted to vote up but didn't have enough rep yet) with an exception, sqlcommand is also disposable and can/should be used with using block.

public bool spInsertFeedback(string name, string subject, string message)
 {
     int rows = 0;
     using (var connection = new SqlConnection(cnnString))
     {
         connection.Open();
         using (var command = new SqlCommand("[dbo].[spInsertFeedback]", connection))
         {
             command.CommandType = CommandType.StoredProcedure;
             // params
             SqlParameter messageName = new SqlParameter("@name", SqlDbType.VarChar);
             messageName.Value = name;
             SqlParameter messageSubject = new SqlParameter("@subject", SqlDbType.VarChar);
             messageSubject.Value = subject;
             SqlParameter messageText = new SqlParameter("@message", SqlDbType.VarChar);
             messageText.Value = message;

             // add params
             command.Parameters.Add(messageName);
             command.Parameters.Add(messageSubject);
             command.Parameters.Add(messageText);
             rows = command.ExecuteNonQuery();
         }
     }
     return (rows != 0);
 }

Also I would suggest you to use "connectionString" instead of "cnnString", which is not a proper naming.

I would not recommend putting your dal code in a try-catch block. At least you should be logging or doing something about it, currently you're just returning false (or no value). If an exception occur, let it happen, or put a try-catch on the function that calls it. Remember that exceptions vary (did the db server stop? was the sql malformed? these all are different cases.)

Using using is a better practice for all IDisposable objects, thus embrace it. If you run Visual Studio's code analysis tools (Ultimate Edition only I guess) it would also tell you to do so.

My version of your code is similar to Jeff's (which I wanted to vote up but didn't have enough rep yet) with an exception, SqlCommand is also disposable and can/should be used with using block.

public bool spInsertFeedback(string name, string subject, string message)
 {
     int rows = 0;
     using (var connection = new SqlConnection(cnnString))
     {
         connection.Open();
         using (var command = new SqlCommand("[dbo].[spInsertFeedback]", connection))
         {
             command.CommandType = CommandType.StoredProcedure;
             // params
             SqlParameter messageName = new SqlParameter("@name", SqlDbType.VarChar);
             messageName.Value = name;
             SqlParameter messageSubject = new SqlParameter("@subject", SqlDbType.VarChar);
             messageSubject.Value = subject;
             SqlParameter messageText = new SqlParameter("@message", SqlDbType.VarChar);
             messageText.Value = message;

             // add params
             command.Parameters.Add(messageName);
             command.Parameters.Add(messageSubject);
             command.Parameters.Add(messageText);
             rows = command.ExecuteNonQuery();
         }
     }
     return (rows != 0);
 }

Also I would suggest you to use connectionString instead of cnnString, which is not a proper naming.