You are making the command object but not executing the query. You have to call ExecuteNonQuery method on Command object to insert record.
using (SqlConnection con = new SqlConnection(CS))
{
con.Open();
SqlCommand cmd = new SqlCommand("Insert into tblRegister(Balance) values(@FinalBalance)", con);
cmd.Parameters.AddWithValue("@FinalBalance", Session["FinalBalance"].ToString());
cmd.ExecuteNonQuery ();
}