ASPNet Security confusion

I am trying to leverage the ASPNet security model but I am running into some confusion. 
 
I am using the Membership object to create users, how do I associate a user with a particular Application?  I see there is an ApplicationName property, would i set this before createUsers to associated the created users with an application? 
I am using the Business Template Silverlight template and the template comes with a login field.  I need a way to for a user to use that login but be associated with a particular Application.
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