It sounds like you need to decouple your Membership mechanism from ASP.NET.
There are some good resources here on how to reference the ASP.NET Membership Provider from Windows Forms applications, which would work in the same way for console applications.
The best one is here (in VB.NET).
However, all suffer the same basic problem, which is that a malicious user could change their configuration to use their own authorisation database. (ASP.NET configuration is not available to users so we don't have the same problem there.)
So a better approach would be to either directly query the ASP.NET membership databases from your code in ADO.NET (which isn't hard: they're fairly straightforward) or to roll your own implementation of the underlying Membership Provider interfaces (detailer on MSDN here). You could then have the ASP.NET Membership Provider call your own code to establish if a user is in a role, and use this code in the same way from your console application.