To use role based membership
you need SQL server installed, either separate server or part of Visual Studio installation on your machine.( SQLExpress is free download).
Then you need to create a database. Blank one.
Now you need to setup the aspnet security services in the new database using the tool:
"To launch the aspnet_regsql.exe tool, go to the start menu and choose Run. Enter %WINDIR%\Microsoft.Net\Framework\v2.0.50727\aspnet_regsql.exe into the textbox and click OK. Alternatively, you can use Windows Explorer to drill down to the appropriate folder and double-click the aspnet_regsql.exe file. Either approach will net the same results."
From:
http://www.asp.net/web-forms/tutorials/security/membership/creating-the-membership-schema-in-sql-server-vb^
Add the connection string to this new database in web.config.
Change the authentication section in web.config to mode="Forms".
Inside system.web section add
<rolemanager enabled="true">
<providers>
<clear />
<add applicationname="/">
connectionStringName="YourConnectionStringName"
name="AspNetSqlRoleProvider"
type="System.Web.Security.SqlRoleProvider" />
</add></providers>
</rolemanager>
<membership userisonlinetimewindow="20">
<providers>
<clear />
<add name="AspNetSqlMembershipProvider">
connectionStringName="YourConnectionStringName"
type="System.Web.Security.SqlMembershipProvider"/>
</add></providers>
</membership>
Now try WSA Tool.