Project Euler #1 - Multiples of 3 and 5 - First Program
Here's what I would change:


I'd use a for loop instead of a while loop here: for (int currentNumber = 999; currentNumber &gt; 0; currentNumber--). This keeps all loop-related things grouped together. Loop bodies can be skipped or broken out of, so if code that must be executed every cycle is put at the end of a loop body it's easily broken when the loop body grows more complex and someone adds a continue or break in there.
Actually, there is no need to count down - the result will be the same either way. Counting up is often a little easier to understand: for (int currentNumber = 0; currentNumber &lt; 1000; currentNumber++). Note that using &lt; here means you don't need to decrement currentNumber by one before the loop starts.
You can write a += b instead of a = a + b (the same goes for various other operators).
else { if { .. } } can be simplified to else if { ... }.
Though in this case, a single if statement is sufficient: if (currentNumber % 3 == 0 || currentNumber % 5 == 0) { ... }. The 'or' operator (||) short-circuits if the first expression is true, so if a number can be divided by 3 it won't also try to divide it by 5.
C# naming conventions typically write class, method and namespace names in PascalCase.


Regarding your questions:


Static things belong to a class, non-static things belong to instances of that class. Classes are to instances what blueprints are to actual buildings. Trying to access a non-static (instance) members from a static context is like trying to open a door on a blueprint. The blueprint doesn't contain any real doors, only actual buildings do.
Programs need a place to start executing, and in C# the starting point is a static Main method. Putting everything in there is fine for a small program like this.
Identifier names in C# cannot start with a number, so 3_5_multiples isn't a valid name. I'd probably use EulerProblem1 or something like that here.
Namespaces are useful for organizing larger programs (namespaces to classes are a bit like folders to files). The root namespace of a project is usually the name of that project itself, and child namespaces often correspond to folders.


EDIT: Part of the fun on Project Euler is coming up with more efficient solutions. Can you find a way to solve this without checking every number below 1000?