The SqlProfileProvider allows you to store profile information in a SQL Server 7.0 (or later) database (including SQL Server 2005 Express Edition). You can choose to create the profile tables in any database. However, you can't change any of the other database schema details, which means you're locked into specific table names, column names, and serialization format.
From start to finish, you need to perform the following steps to use profiles:
Enable authentication for a portion of your website.
Configure the profile provider. (This step is optional if you're using SQL Server 2005 Express. Profiles are enabled by default.)
Create the profile tables. (This step isn't required if you're using SQL Server 2005 Express.) ...