ASP.NET Website Administration Tool Security Tab displays error 1802

I am following this step by step tutorial: http://msdn.microsoft.com/en-us/library/879kf95c(VS.80).aspx

In a machine running Vista I have installed:

• IIS
• SQL Server Express 2005
• Visual Studio 2005

I created a new website and I can access it via http://127.0.0.1 but I want to learn how to create login and custom memberships.

When I get to the tutorial step:

To create a membership user

• From the Website menu, select ASP.NET Configuration.
• Select the "Security" tab, ...

I am getting this error:

The problem is with the data store you selected. This may be caused by an incorrect server name or credential, or insufficient permission. It can also be caused by the role manager if the function is not enabled. Click below to be redirected to where you can select new store details.

The following message can help in diagnosing the problem: An error occurred while executing the SQL file 'InstallCommon.sql'. SQL error number is 1802 and SqlException message: CREATE Database failed. Some filenames could not be created. Check for related errors. CREATE FILE operating system error 5 (Access denied.) When trying to open or create the physical file 'C: \ Inetpub \ Wwwroot \ MEMBERSHIP \ App_Data \ ASPNETDB_TMP.MDF. Creating ASPNETDB_9b571c52c35b447ab7947888fa99b6b8 database ...

Why? I am running visual studio as administrator. (right click "run as administrator").