Thanks, I solve it.
I change my web.config file:
<connectionstring>
<add name="somename" connectionstring="Datasource=server;Database=change to your database;uid=name;pwd=password;" provdername="What every provider you are going use" />
</connectionstring>
I am using MySQL, In visual studio 2010 I click the ASP.NET Configuration link.
It installed the Membership, Role and User information in my custom database.
So I am creating foreign keys and stored routine.
I have a MySQL version and SQL Server versions. This works on both.