In our Libraries page (https://dev.twitter.com/docs/twitter-libraries) we mention AspTwitter library, which implement the connection to Twitter API 1.1 and OAuth. You should definitely take a look on the examples that are located in library files.
Also, please make sure you followed all these steps:
- Create application
- Generate access token. You can do that by accessing https://apps.twitter.com, opening your app and clicking on “API keys” tab.
- Config in your code the keys: consumer, consumer_secret, access_token, access_token_secret
By this time you should be ready to connect and get your twitter feed.