Transactions work on services which register with the Transaction service such as Database calls.
It's useful where you cannot be sure that the resource (DB) will remain available while some data is changing and if the resource for some reason is made unavailable during a call then what happens to the data, well the Transaction should Rollback your Data so the app remains in the state it was before the data was sent.
Transactions in .NET are implemented with System.Transaction.TransactionScope class. In the background this uses COM+.
Wrap your DB call in a new TransactionScope instance, when the functionality is finished call TransactionScope.Complete(), then TransactionScope.Dispose(). If the execution makes it to these calls then your changes will be applied, if not your changes will be Rolled-back by the Transaction and you app will remain the same as before the call started.