ASP.Net Configuration Security Utility Problem

I'm trying to follow the outline of the "How Do I: Secure my Site using Membership and Roles?" video in order to add login controls to a certain area of my website.  When I go into the ASP.Net Configuration utility, and click on Security, I get this message:

There is a problem with your selected data store. This can be caused by an invalid server name or credentials, or by insufficient permission. It can also be caused by the role manager feature not being enabled. Click the button below to be redirected to a page where you can choose a new data store.

The following message may help in diagnosing the problem: The database filename can not contain the following 3 characters: [ (open square brace), ] (close square brace) and ' (single quote)

Now, up to this po ...