The following steps will help you:
1. Generally speaking, you can move to this directory "C:/WINDOWS/Microsoft.NET/Framework/v2.0.50727", here you will find a tool called "aspnet_regsql.exe", it is used to build the database(if not exists) and the tables we needed automatically.
2.Configure your xml file.
a. add a connection string to the database you want to connect.
<connectionStrings>
<add name="MemberConnectionString" connectionString="Data Source=localhost;Initial Catalog=aspnetdb;Integrated Security=True" providerName="System.Data.SqlClient"/>
</connectionStrings>
b. add providers. All of these you create should be set under the node of <system.web>
<!-- Membership Provider -->
<membership defaultProvider="PspperMembershipProvider">
<providers>
<add name="PspperMembershipProvider" connectionStringName="MemberConnectionString" enablePasswordRetrieval="false" enablePasswordReset="true" requiresQuestionAndAnswer="true" applicationName="/" requiresUniqueEmail="true" passwordFormat="Hashed" maxInvalidPasswordAttempts="5" minRequiredPasswordLength="6" minRequiredNonalphanumericCharacters="0" passwordAttemptWindow="10" passwordStrengthRegularExpression="......" type="System.Web.Security.SqlMembershipProvider, System.Web, Version=2.0.0.0, Culture=neutral, PublicKeyToken=b03f5f7f11d50a3a"/>
</providers>
</membership>
<!-- Profile Provider -->
<profile>
<providers>
<add name="PspperProfileProvider" connectionStringName="MemberConnectionString" applicationName="/" type="System.Web.Profile.SqlProfileProvider, System.Web, Version=2.0.0.0, Culture=neutral, PublicKeyToken=b03f5f7f11d50a3a"/>
</providers>
</profile>
<!-- RoleManager Provider -->
<roleManager enabled="true" defaultProvider="PspperRoleProvider" cacheRolesInCookie="true">
<providers>
<add name="PspperRoleProvider" connectionStringName="MemberConnectionString" applicationName="/" type="System.Web.Security.SqlRoleProvider, System.Web, Version=2.0.0.0, Culture=neutral, PublicKeyToken=b03f5f7f11d50a3a"/>
</providers>
</roleManager>