Membership (the SqlMembershipProvider class).
Role management (the SqlRoleProvider class).
Profile (the SqlProfileProvider class).
Web Parts personalization (the SqlPersonalizationProvider class).
Web events (the SqlWebEventProvider class)
By default, each SQL Server provider stores data in an automatically generated database using a local Microsoft SQL Server Express installation. Each feature can be used individually, or in conjunction with other features. For example, you could use role management by itself or in conjunction with the user information managed by the membership feature
有两种解决办法
1：ASP.NET includes a tool for installing the SQL Server database used by the SQL Server providers(aspnet_regsql.exe)
2: web.config
ASP.NET features need application service database support
原文：http://www.cnblogs.com/sosoman/p/3956147.html