$sql = "INSERT INTO `students`
(`FirstName`, `LastName`)
VALUES (
'{$_GET['FirstName']}',
'{$_GET['LastName']}'
)";
EDIT: bike5 isnt quite correct.
By taking out the single quotes, PHP will then assume that the array indices are constants, and search for these constants.
When it is determined that the indices are not constants, PHP will then treat them as strings, as originally intended.
You dont get any error notices though, since the whole thing is in a string anyway, unlike using $_GET[FirstName] outside a string.