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In case you need to add Membership to an *.mdf file you need to use the tool: aspnet_regsql.exe.
This tool can be found in:
In my case it was:
Now getting the tool working with an *.mdf file (MyData.mdf) should be done like this:
C:\Windows\Microsoft.NET\Framework\v4.0.30319>aspnet_regsql.exe -C "Data Source= .\SQLEXPRESS;Integrated Security=True;User Instance=True" -d "C:\Users\Teusje\do cuments\visual studio 2010\Projects\MySite1\MySite1\App_Data\MyData.mdf" -A all Start adding the following features: Membership Profile RoleManager Personalization SqlWebEventProvider ................ Finished. C:\Windows\Microsoft.NET\Framework\v4.0.30319>