Profile Properties don't seem to get stored anywhere.

I am using the code below to try to store and retrieve two profile properties that I have defined...

using System;
using System.Collections.Generic;
using System.Linq;
using System.Web;
using System.Web.UI;
using System.Web.UI.WebControls;

public partial class MemberPages_MemberDetails : System.Web.UI.Page
{
    protected void Page_Load(object sender, EventArgs e)
    {
        txtFirstName.Text = Profile.FirstName;
        txtLastName.Text = Profile.LastName;
    }
    protected void btnUpdate_Click(object sender, EventArgs e)
    {
        Profile.FirstName = txtFirstName.Text;
        Profile.LastName = txtLastName.Text;
    }
}

The page is...
...