You need to run
Aspnet_regsql.exe ( this creates the necessary tables into your existing database)
Take a look here: What's difference between windows and forms authentication in asp.net mvc 4?
YES, ignore the sections of code that refer to comparison for windows and forms authentication. However, it should serve as useful information on SQLMembershipProvider which uses the Membership and MembershipUser classes to provide these membership services to a ASP.NET application.
Aspnet_regsql.exe
http://msdn.microsoft.com/en-us/library/system.web.security.sqlmembershipprovider(v=vs.90).aspx