Since I'm using Postgresql and can't use LINQ to SQL, I wrote my own wrapper classes.
This is a part of the Student class:
public class Student : User
{
    private static NpgsqlConnection connection = null;
    private const string TABLE_NAME = "students";
    public int Id { get; set; }
    public string FirstName { get; set; }
    public string LastName { get; set; }
    public string Password { get; set; }
    /// <summary>
    /// Reads data from the data reader and moves it to the Student class.
    /// </summary>
    private static void ReadFields(Student student, NpgsqlDataReader dr)
    {
        student.Id = Int32.Parse(dr["id"].ToString());
        student.FirstName = dr["first_name"].ToString();
        student.LastName = dr["last_name"].ToString();
        student.Password = dr["password"].ToString();
    }
    /// <summary>
    /// Updates the student
    /// </summary>
    public void Update()
    {
        Connect();
        Run(String.Format("UPDATE " + TABLE_NAME + " SET first_name='{0}', last_name='{1}', password='{2}' WHERE id={3}", FirstName, LastName, Password, Id));
        connection.Dispose();
    }
    /// <summary>
    /// Inserts a new student
    /// </summary>
    public void Insert()
    {
        Connect();
        Run(String.Format("INSERT INTO " + TABLE_NAME + " (first_name, last_name, password) VALUES ('{0}', '{1}', '{2}')",FirstName, LastName, Password));
        connection.Dispose();
    }
    private static void Run(string queryString)
    {
        NpgsqlCommand cmd = new NpgsqlCommand(queryString, connection);
        cmd.ExecuteScalar();
        cmd.Dispose();
    }
    private static void Connect()
    {
        connection = new NpgsqlConnection(String.Format("Server=localhost;Database=db;Uid=uid;Password=pass;pooling=false"));
        connection.Open();
    }
    //....
So as you see with every INSERT, DELETE, UPDATE request I'm using Connect() method which connects to the database. I didn't realize how stupid it was before I had to wait for 10 minutes to have 500 rows inserted, as there were 500 connections to the database.
So I decided to move Connection property to a static DB class.
public static class DB
{
    private static NpgsqlConnection connection = null;
    public static NpgsqlConnection Connection
    {
        get
        {
            if (connection == null)
            {
                connection = new NpgsqlConnection(String.Format("Server=localhost;Database=db;Uid=uid;Password=pass;pooling=false"));
                connection.Open();
            }
            return connection;
        }
    }
    public static void Run(string queryString)
    {
        NpgsqlCommand cmd = new NpgsqlCommand(queryString, connection);
        cmd.ExecuteScalar();
        cmd.Dispose();
    }
}
It works now! I replaces all Run methods in the Student class with DB.Run
But I want to know if it will work fine with a lot of people online, not me only. I'm not sure how static things work with ASP.NET, maybe it'll eat a lot of memory?..