I spend quite some hours banging my head against the wall trying to set up the aspnet membership / roles tables in my SQL server database instead of having them exist inside the App_Code/ASPNETDB.MDF file because that file wasn't working correctly on my host. I eventually figured out the problem by following Scott's gu here and was able to resolve it by running the aspnet_regsql.exe utility and creating a connection string for LocalSqlServer.
The ridiculous part about it is that after running the aspnet_regsql and upload my database to my webhost all of my users and role that I have already created is gone. The user, membership, role, etc is gone. I can't populate this using the Web Site Administration Tool as it's not visual studio now. So what is the easiest way to populate the user, role, etc to my SQL Server as I now have dbo.aspnet_Application, dbo.aspnet_Paths, dbo.aspnet_Roles, etc...etc...