You could define an extension method like this (I'm not a VB programmer so please excuse the syntax errors):
<Extension()>
Public Sub OrDBNull(ByVal val As Decimal)
If val = 0
return DBNull.Value
End If
return val ;
End Sub
So your command parameters would become:
sqlCommand.Parameters.Add(New SqlParameter("GroupID", SqlDbType.Decimal)).Value = groupObj.OrDBBull()
sqlCommand.Parameters.Add(New SqlParameter("SiteID", SqlDbType.Decimal)).Value = siteObj.OrDBNull()