questions:
question_id (PK, AI), module_id (FK), author_id (FK), approved, question, correct_answer_id (FK)

answers:
answer_id (PK, AI), question_id (FK), answer

string connStr = ConfigurationManager.ConnectionStrings["myConnectionString"].ConnectionString;
    MySqlConnection conn = new MySqlConnection(connStr);

    string queryUpdateQuestions = "INSERT INTO questions (module_id, author_id, approved, question) VALUES (@module_id, @author_id, @approved, @question)";
    MySqlCommand cmdUpdateQuestions = new MySqlCommand(queryUpdateQuestions, conn);
    cmdUpdateQuestions.Parameters.Add("@module_id", MySqlDbType.VarChar);
    cmdUpdateQuestions.Parameters["@module_id"].Value = ddlModules.SelectedValue.ToString();
    cmdUpdateQuestions.Parameters.Add("@author_id", MySqlDbType.VarChar);
    cmdUpdateQuestions.Parameters["@author_id"].Value = Session["UserID"].ToString();
    cmdUpdateQuestions.Parameters.Add("@approved", MySqlDbType.VarChar);
    cmdUpdateQuestions.Parameters["@approved"].Value = 'N';
    cmdUpdateQuestions.Parameters.Add("@question", MySqlDbType.VarChar);
    cmdUpdateQuestions.Parameters["@question"].Value = txtQuestion.Text;

    try
    {
        conn.Open();
        cmdUpdateQuestions.ExecuteNonQuery();
    }
    catch
    {
        lblError.Text="Unable to add question.";
    }
    finally
    {
        conn.Close();
    }

    //????? = get last question_id in 'questions'

    int a = Convert.ToInt32(ddlNoOfAnswers.SelectedValue.ToString());

    for (int b=1; b <= a; b++)
    {
        string queryUpdateAnswers = "INSERT INTO answers (question_id, answer) VALUES (@question_id, @answer)";
        MySqlCommand cmdUpdateAnswers = new MySqlCommand(queryUpdateAnswers, conn);
        cmdUpdateAnswers.Parameters.Add("@answer", MySqlDbType.VarChar);
        cmdUpdateAnswers.Parameters["@answer"].Value = ((TextBox)this.FindControl("txtAnswer" + b)).Text;
        cmdUpdateAnswers.Parameters.Add("@question_id", MySqlDbType.VarChar);
        cmdUpdateAnswers.Parameters["@question_id"].Value = ?????;

        try
        {
            conn.Open();
            cmdUpdateAnswers.ExecuteNonQuery();
        }
        catch
        {
            lblError.Text="Unable to add answer.";
        }
        finally
        {
            conn.Close();
        }
    }

    //update 'correct_answer_id' in 'questions'

using(MySqlConnection conn = new MySqlConnection(connStr))
{
    conn.Open();
    using(MySqlTransaction tr = conn.BeginTransaction())
    {
        ...
        // MySqlCommand code  goes here
        ...
        tr.Commit();
   }
}

string queryUpdateQuestions = @"INSERT INTO questions (.....);
                                 SELECT LAST_INSERT_ID()";

 using(MySqlCommand cmdUpdateQuestions = new MySqlCommand(queryUpdateQuestions, conn, tr))
 {
    // build the parameters for the question record
    ......

    // Instead of ExecuteNonQuery, run ExecuteScalar to get back the result of the last SELECT
    int lastQuestionID = Convert.ToInt32(cmdUpdateQuestions.ExecuteScalar());

    ..

 }

string queryUpdateAnswers = @"INSERT INTO answers (question_id, answer)
                             VALUES (@question_id, @answer);
                             SELECT LAST_INSERT_ID()";

using(MySqlCommand cmdUpdateAnswers = new MySqlCommand(queryUpdateAnswers, conn, tr))
{
    // next move the loop inside the using and prepare the parameter before looping to
    // to avoid unnecessary rebuild of the parameters and the command
    cmdUpdateAnswers.Parameters.Add("@answer", MySqlDbType.VarChar);
    cmdUpdateAnswers.Parameters.Add("@question_id", MySqlDbType.VarChar);

    int lastAnswerID = 0;
    // Loop backward so the last answer inserted is the 'correct' one and we could get its ID
    for (int b=a; b >= 1; b--)
    {
         cmdUpdateAnswers.Parameters["@answer"].Value = ((TextBox)this.FindControl("txtAnswer" + b)).Text;
         cmdUpdateAnswers.Parameters["@question_id"].Value = lastQuestionID;
         lastAnswerID = Convert.ToInt32(cmdUpdateAnswers.ExecuteScalar());
    }
    ....
}