Project Euler Retreat
I don't have a C# compiler, but I think the 2nd version will be faster if you drop the i % 3 in the 2nd loop, let it sum all the multiple of 5, and then make another pass to remove the multiples of 15. 
And since the summing of 3, 5, 15 are repetitive, I'd introduce a helper function, like this:

static int sumOfMultiples(int x, int limit)
{
    int sum = 0;
    for (int i = x; i &lt; limit; i += x)
    {
        sum += i;
    }
    return sum;
}


Then in Main, you could write:

int max = 1000;
int sumNums = sumOfMultiples(3, max) + sumOfMultiples(5, max) - sumOfMultiples(15, max);


But of course, the suggestion of @VikasGupta in comments is the best,
to use pure math instead of looping, rewriting the helper as:

static int sumOfMultiples(int x, int limit)
{
    int n = (limit - 1) / x;
    return x * n * (n + 1) / 2;
}