web.config file does not have a connectionsrting for the WindowsTokenRoleProvider. Does it need one?

I am reading the MSDN article "Security Practices: ASP.NET 2.0 Security Practices at a Glance".  For setting up a roles store it says to "Add a connection string to the <connectionStrings> section to point to your roles store". I'm using Windows Authentication and setting the default RoleManager to AspNetWindowsTokenRoleProvider.  The only connectionstring I have is to a sql server. I can still access user roles and use the built in DirectoryInfo function. So my question is do I really need a connection string or am I good to go by just using Windows Authentication and setting the default RoleMAnager to AspNetWindowsTokenRoleProvider? Thanks for any insight.
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