Without checking, I'm fairly sure your SDN reference only applies to Sitecore 5.x. The entire security model was redone in 6.x and there is no backwards compatibility.
If I understand what you want to do correctly however, your task is fairly simple. You need to create a RoleProvider, 100% per standard ASP.NET as directed on MSDN (http://msdn.microsoft.com/en-us/library/aa478950.aspx).
Next, you hook this into your Sitecore solution and configure Sitecore to "switcher" mode.
<roleManager defaultProvider="switcher" enabled="true">
<providers>
<clear/>
<add name="sitecore" type="Sitecore.Security.SitecoreRoleProvider, Sitecore.Kernel" realProviderName="sql" raiseEvents="true"/>
<add name="sql" type="System.Web.Security.SqlRoleProvider" connectionStringName="core" applicationName="sitecore"/>
<add name="your" type="RoleProvider, Here" applicationName="sitecore"/>
<add name="switcher" type="Sitecore.Security.SwitchingRoleProvider, Sitecore.Kernel" applicationName="sitecore" mappings="switchingProviders/roleManager"/>
</providers>
And that's more or less it. Your roles will now appear just as any and all other roles in Sitecore, and can be assigned to users and/or roles for whatever purpose you're needing.