I have been following this tutorial: http://www.misfitgeek.com/2010/07/adding-asp-net-membership-to-your-own-database/
I have installed SQL Server Management Studio
Found this in another thread that helped me: Use xp_cmdshell and sqlcmd Is it possible to execute a text file from SQL query? - by Gulzar Nazim
EXEC xp_cmdshell 'sqlcmd -S ' + @DBServerName + ' -d ' + @DBName + ' -i ' + @FilePathName