Refer to step #3 on the following link:
http://msdn.microsoft.com/en-us/library/ms998317.aspx
Create a User Store Database
The SQL Server membership provider stores user information in a SQL Server database. You can create your SQL Server user store manually by using Aspnet_regsql.exe from the command line. Alternatively, you can run Aspnet_regsql.exe in Wizard mode or use the ASP.NET Web Site Configuration tool available on the Website menu in Visual Studio .NET 2005.
To create the user store database
Use Aspnet_regsql.exe to create the membership database. From a Visual Studio 2005 command prompt, run the following command.
aspnet_regsql -S (local) -E -A m
Regards,
SQL Server Helper