I think you have a few things wrong.
1. you need values to pass to the SP
2. your type on @fee is wrong (should be int)
Try using the AddWithValue method.
private void btnRegister_Click(object sender, EventArgs e)
{
int RollNumber=1;
string Name="Some Name";
string courseName="Course Name";
int Fee=25;
string source = ("data source = localhost; database = student; " +
"Integrated Security = SSPI");
SqlConnection conn = new SqlConnection(source);
conn.Open();
SqlCommand cmd = new SqlCommand("sp_InsertStudent", conn);
cmd.CommandType = CommandType.StoredProcedure;
cmd.Parameters.AddWithValue("@RollNo",RollNumber);
cmd.Parameters.AddWithValue("@Name",Name);
cmd.Parameters.AddWithValue("@CourseName",courseName);
cmd.Parameters.AddWithValue("@Fee",Fee);
cmd.ExecuteNonQuery();
conn.Close();
}