... or if it's a DBNull.Value you need (instead of the null value solution above), try:
cmd.Parameters.AddWithValue("@FIRST_NAME", string.IsNullOrWhiteSpace(FIRST_NAME) ? (object)DBNull.Value : (object)FIRST_NAME);
The conversion to (object) avoids the "no implicit conversion between 'system.dbnull' and 'string'" exception.