You would add the parameter to your WHERE clause. You might end up with:
<?php
$Products = new WA_MySQLi_RS("Products",$DBConnection,0);
$Products->setQuery("SELECT products.*, productcategories.* FROM products INNER JOIN productcategories ON products.ProductCategoryID = productcategories.CategoryID WHERE products.ProductLive = 1 AND ProductCategory = ? ORDER BY products.ProductOrder ASC");
$Products->bindParam("s","".($_GET['CatPermlink']) ."", "-1");
$Products->execute();
?>