I have created custom providers for both membership and roles. I created them in a separate VB.NET project. The relevant snippets from my Web.config:
<connectionStrings>
<clear/>
<add name="VelinsConnectionString"
connectionString="Data Source=GARTH;Initial Catalog=VelocityInsurance;Integrated Security=True"
providerName="System.Data.SqlClient"/>
</connectionStrings>
<roleManager enabled="true" cacheRolesInCookie="true" defaultProvider=Go to the complete details ...