I purchased a Windows shared hosting account on godaddy that came with 2 MSSQL databases. I setup one to hold my site data and the other installed aspnet membership schema t
I ran into same problem and am using MVC3. Above solution works but with some other changes in MVC3. It took me long time to figure it out so if anybody has similar issue in MVC3 it might help them:
Search for "connectionStringName" in web.config and replace the name with connectionStringName="LocalSqlServer"
Also under connectionstrings make sure
-To add (As this is important for all who are using shared hosting it will replace machine.config LocalSqlServer connectionstring with yours.) -Keep your current connectionstring (In my case it is FilmiDb, this is required for you to connect to the database in EF model. Without this you will get errors.)