Are Lithuanian characters multibyte? (like Japanese for example) Is the GroupFilterName NVARCHAR or VARCHAR? If it's NVARCHAR, perhaps you need to put N in front of the string.
Eg.
readname.CommandText = "SELECT [ID] FROM [Net7].[dbo].[GroupFilter] WHERE
[GroupFilterName]=N'" + CE_ParentName_ + "'";
And see asawyer's comment regarding avoiding injection attacks.