Membership, Role, and Security, confused and need your help

Hey Guys,
I have been spending the last few days reading, testing about membership, roles and security. I do have a website that does enforce security however, I am abit confused.
Here is the confusion part... in machine.config this settings exists:

code in machine.config
------------------------------
<connectionStrings>
 <add name="LocalSqlServer" connectionString="data source=.\SQLEXPRESS;Integrated Security=SSPI;AttachDBFilename=|DataDirectory|aspnetdb.mdf;User Instance=true" providerName="System.Data.SqlClient"/>
 </connectionStrings>
<membership>
 <providers>
  <add name="AspNetSqlMembershipProvider" type="System.Web.Security.SqlMembershipProvider, System.Web, Version=2.0.0.0, Culture=neutral, PublicKeyToken=b03f5f7f11d50a3a" connectionStringName="LocalSqlServer" enablePasswordRetrieval="false" enablePasswordReset="true" requiresQuestionAndAnswer="true" ap ...