After having done more research on this, I have additional details.

I am not sure if this is a limitation of the SQLClient provider. Maybe someone can elaborate more on the topic.

I have the following declarations:

        Public oDataSet As DataSet = Nothing
        Private oCommand As IDbCommand = Nothing
        Private oDataAdapter As IDbDataAdapter = Nothing
        Private oDataParameter As IDbDataParameter = Nothing

I am passing a parameter to the data object. That parameter is a string. The string contains on the 8th character a character which is above the ASCII 255 standard. In my case, the Prime character is recognized as Unicode 8242. Up to my data class, I can see that the function ASC() returns 39 for that character and that the function ASCW() returns 8242 for that character. This is up to that level:

                oDataAdapter.SelectCommand = oCommand

At this point, oCommand does contain a parameter and when I show its value, I can see that ASC() and ASCW() return as mentioned in the above paragraph.

Now, I need to find where this is not working. Down below, I have this code:

                oDataSet = New DataSet

                                Using loSQLConnection As New SqlConnection(lcConnectionString)
                                    oCommand.Connection = loSQLConnection
                                    oDataAdapter.Fill(oDataSet)
                                End Using

The SQL select command cannot find the record despite the fact that the parameter I checked out is in fact containing the proper Unicode character and that is what is in the record. So, is it a limitation of the SQLClient provider, the IDb approach or else?

I am pretty sure SQL Server should support such a search. Otherwise, it would be really weird that we could store such character in a field but not able to search it.