What permissions do I need to use the Security setup Wizard ?

I am attempting to add membership and user logins. I can connect to the server and database in Visual Studio. When I click on the ASP.NET configuration icon in VS, the the Web Site Administration Tool window appears. It shows my current user name.

When I click on the Security Tab, I get the following message:

There is a problem with your selected data store. This can be caused by an invalid server name or credentials, or by insufficient permission. It can also be caused by the role manager feature not being enabled. Click the button below to be redirected to a page where you can choose a new data store.

The following message may help in diagnosing the problem: Unable to connect to SQL Server database.

When I click on the Add Datasource button the folling window appears:

Use this page to configure how Web site management data such as membership is stored. You can use a single provider for all the management data for your site or you can specify a different provider for each feature.

Your application is currently configured to use the provider: AspNetSqlProvider

Select a single provider for all site management data
Select a different provider for each feature (advanced)

Then  select Single Provider and Test.

The following message appears:

Could not establish a connection to the database.
If you have not yet created the SQL Server database, exit the Web Site Administration tool, use the aspnet_regsql command-line utility to create and configure the database, and then return to this tool to set the provider.

Where is the aspnet_regsql command-line utility  and how do I run it?

Is there a way to do this in web.config ?

Thanks,