I came across kris' blog entry about installing the asp.net Membership tables in a database you define. This is not about creating the standard ASPNETDB database, but creating a sql script that installs the Membership tables, triggers, stored procedures, the whole lot, into a database you define! This is a great tip that certainly alleviates me from having to deploy a completely seperate database just to manange users information.
Essentially it breaks down to this line:
aspnet_regsql.exe -E -S localhost -d MyPersonalDatabase -A all -sqlexportonly c:\membership.sql
As most probably already know, aspnet_regsql.exe is found in (C:\Windows\Microsoft.NET\Framework\v2.0.50727\)
Kris has more about setting up the connection...