I think what you want to use is an INSERT statement rather than a select. See http://www.techonthenet.com/sql/insert.htm for an example. If you create an "Open SQL" step, then edit the SQL statement, you can create a string expression that has includes your parameters.
Example: "INSERT INTO supplier
(supplier_id, supplier_name)
VALUES
(" +Str(MyNumericValue)+ ", '" + MyStringValue+ "');"
Beware of single quotes (SQL string delimiter) versus double quotes (TestStand string delimiter).