Get data between two datetimes

Don't do it like that! Never concatenate strings to build a SQL command. It leaves you wide open to accidental or deliberate SQL Injection attack which can destroy your entire database. Always use Parameterized queries instead.

When you concatenate strings, you cause problems because SQL receives commands like:

SELECT * FROM MyTable WHERE StreetAddress = 'Baker's Wood'

The quote the user added terminates the string as far as SQL is concerned and you get problems. But it could be worse. If I come along and type this instead: "x';DROP TABLE MyTable;--" Then SQL receives a very different command:

SELECT * FROM MyTable WHERE StreetAddress = 'x';DROP TABLE MyTable;--'

Which SQL sees as three separate commands:

SELECT * FROM MyTable WHERE StreetAddress = 'x';

A perfectly valid SELECT

DROP TABLE MyTable;

A perfectly valid "delete the table" command

--'

And everything else is a comment.
So it does: selects any matching rows, deletes the table from the DB, and ignores anything else.

So ALWAYS use parameterized queries! Or be prepared to restore your DB from backup frequently. You do take backups regularly, don't you?

Start my fixing that through your whole app, then validate and convert your dates before sending them to SQL:

DateTime start;
if (!DateTime.TryParse(FirstDate.Text, out start)
   {
   ... report problem to user ...
   return;
   }

And similar for the end date.
Then pass your converted values to SQL via parameters.