This is the code I use in VB.Net to add conditional formatting, feel free to adapt it to your needs. In this case it's validating that certain cell has a value greater than 0. Remember that if you have some doubt about excel coding you can always record a new macro with the desired behavior and see the generated code.
range = sheet.Range("A1")
validations = range.Validation
validations.Add(Type:=Excel.XlDVType.xlValidateDecimal, _
AlertStyle:=Excel.XlDVAlertStyle.xlValidAlertStop, _
Operator:=Excel.XlFormatConditionOperator.xlGreaterEqual, _
Formula1:=0)
validations.InputTitle = String.Empty
validations.ErrorTitle = "Error: Select a decimal > 0"
validations.InputMessage = String.Empty
validations.ErrorMessage = "You must enter a decimal > 0"