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()