You need to run aspnet_regiis.exe to setup the tables/stored procedures in your database for membership. Then you need to create a connection string to your database in your web config file.
<connectionStrings>
<add name="MyConn" connectionString="Data Source=COMPUTERNAME/SQLExoress;Initial Catalog=MyDB;Persist Security Info=True;User ID=MYUSERNAME;Password=MYPASSWD"
providerName="System.Data.SqlClient" />
</connectionStrings>
After that you can open the aspnet_Applications table in SQL Mgmt studio express and add the application, you need an application name /MYAPP a lowered application name /myapp and optionally a description.
After that you can add the membership provider code and role provider code in your web.config
<membership defaultProvider="CustomizedProvider">
<providers>
<add name="CustomizedProvider"
type="System.Web.Security.SqlMembershipProvider"
connectionStringName="MyConn"
applicationName="/MYAPP"
minRequiredPasswordLength="5"
requiresQuestionAndAnswer="false"
minRequiredNonalphanumericCharacters="0"/>
</providers>
</membership>
<roleManager enabled="true" defaultProvider="CustomizedRoleProvider" cacheRolesInCookie="true">
<providers>
<add name="CustomizedRoleProvider"
type="System.Web.Security.SqlRoleProvider"
connectionStringName="MyConn"
applicationName="/MYAPP"/>
</providers>
</roleManager>
Then you should be able to use the Configuration Application