How to create ASP.NET Membership database

1. On the SQL server, create an empty database, say "ASPUserDB".

2. Run aspnet_regsql.exe from C:\windows\Microsoft.NET\Framework\v4.0XXX (or whatever version).

3. Follow the wizard and select the database that has been created in Step 1.

Read more on http://weblogs.asp.net/sukumarraju/archive/2009/10/02/installing-asp-net-membership-services-database-in-sql-server-expreess.aspx