>A polished version
>

>static class Test_Switch
>	{
>		internal static void Go()
>		{
>			GroupMember groupMember = new GroupMember(1, "Gregory", "Adam", 234, "none");
>			MKVP mkvp = new MKVP("LAST", "Alan");
>
>			new Switch()
>			.Case(() => mkvp.Key == "FIRST", delegate { groupMember.FirstName = mkvp.Value; } )
>			.Case(() => mkvp.Key == "LAST",	delegate { groupMember.LastName = mkvp.Value; })
>			.Default(delegate { throw new Exception("No otherwise/default"); })
>			.Execute();
>
>			Console.WriteLine("{0} {1} ", groupMember.FirstName, groupMember.LastName);
>		}
>	}
>	class MKVP
>	{
>		public string Key;
>		public string Value;
>		public MKVP(string key, string value)
>		{
>			Key = key;
>			Value = value;
>		}
>	}
>	class GroupMember
>	{
>		public int PrimaryKey;
>		public string FirstName;
>		public string LastName;
>		public long GuestNo;
>		public string Notes;
>		public GroupMember(int primaryKey, string firstName, string lastName, long guestNo, string notes)
>		{
>			PrimaryKey = primaryKey;
>			FirstName = firstName;
>			LastName = lastName;
>			GuestNo = guestNo;
>			Notes = notes;
>		}
>	}
>

>
>

>	class Switch
>	{
>		bool HadDefault = false;
>		List<Tuple<Func<bool>, Action>> Cases = new List<Tuple<Func<bool>,Action>>();
>
>		internal Switch Case(Func<bool> predicate, Action action)
>		{
>			CheckDefault();
>			if (predicate == null)
>				throw new ArgumentNullException("predicate");
>
>			CheckAction(action);
>			Cases.Add(new Tuple<Func<bool>, Action>(predicate, action));
>
>			return this;
>		}
>		internal Switch Default(Action action)
>		{
>			CheckDefault();
>			CheckAction(action);
>
>			Cases.Add(new Tuple<Func<bool>,Action>(() => true, action));
>			HadDefault = true;
>
>			return this;
>		}
>
>		internal void Execute()
>		{
>			foreach( var item in Cases )
>				if( item.Item1() )
>				{
>					item.Item2();
>					break;
>				}
>		}
>		void CheckDefault()
>		{
>			if( HadDefault )
>				throw new Exception("Sorry, already a Default");
>		}
>		void CheckAction(Action action)
>		{
>			if( action == null )
>				throw new ArgumentNullException("action");
>		}
>	}
>

For readability you could encapsulate the rules for GroupMember in their own class? :

internal class GroupMemberSwitch : Switch
{
    public GroupMemberSwitch(GroupMember member, MKVP mkvp)
    {
        Case(() => mkvp.Key == "FIRST", delegate { member.FirstName = mkvp.Value; });
        Case(() => mkvp.Key == "LAST", delegate { member.LastName = mkvp.Value; });
        Default(delegate { throw new Exception("No otherwise/default"); });
    }
}

then:

     GroupMember groupMember = new GroupMember(1, "Gregory", "Adam", 234, "none");
        MKVP mkvp = new MKVP("FIRST", "Alan");
        new GroupMemberSwitch(groupMember, mkvp).Execute();

(requires Switch.Execute() to be virtual)