Hi,
I too am new to NetTiers, but I think I might have the solution:
Ensure that (in the properties window) you have set the "ExecuteSql" to true.(this, AFAIK, creates the stored procedures for you)
Make sure that the SQLFolderName is set (default is SQL). If the step above does not actually create the stored procedures, you'll find them in the SQL folder.
Finally, in your web.config ( all I know is web, probably the same in application config) ensure that the Data <provider> section allows for SqlClient Provider, with attribute useStoredProcedure set to true.
Hope this helps.
Anthony
EDIT - sorry, it occured to me that it may not really be necessary to use stored procedures: as NetTiers uses parameterised queries, there is not really a significant security increase.
You may get a performance increase - but that depends on the scale and implementation of your application. Do you have a specific reason to use stored procedures?