Get error when trying to setup ASP.NET security

I get the following error when trying to setup ASP.NET security:

"Could not establish a connection to the database. If you have not yet created the SQL Server database, exit the Web Site Administration tool, use the aspnet_regsql command-line utility to create and configure the database, and then return to this tool to set the provider."

Also,  how do I initially point to a remote database? I tried adding a line to the <connectionStrings> section of my web.config.

<add name="LocalSqlServer"  connectionString="data source=MyDatabase;Integrated Security=SSPI;AttachDBFilename=|DataDirectory|aspnetdb.mdf;User Instance=true"  providerName="System.Data.SqlClient" />
It gives me an error saying that LocalSqlServer already exists.



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