If @FirstName and @LastName are the variables and contain NULL for 'Not Supplied' then

WHERE (@FirstName IS NULL OR @FirstName = FirstName)

AND (@LastName IS NULL OR @LastName = LastName)

or if you want to test in sequence then

WHERE (CASE

WHEN @FirstName IS NOT NULL AND @LastName IS NOT NULL AND @FirstName = FirstName AND @LastName = LastName THEN 1

WHEN @FirstName IS NOT NULL AND @FirstName = FirstName THEN 1

WHEN @LastName IS NOT NULL AND @LastName = LastName THEN 1

ELSE 0

END) = 1