First you need to create an ASP.NET user database on the server using the aspnet_regsql.exe tool.
You can see all the different options and the location of the executable in this MSDN article but the preferred syntax is this:
-E means you will log in to the SQL Server using your Windows credentials
-S specifies the localhost as the SQL Server address
-A m specifies that we only need the Membership database
The following example shows a complete command line for registering on a different server with a custom database name using an SQL Server authentication.
Now you need to configure the membership provider, especially the database connection string. For all the options see this MSDN article.
If you have other applications with which you want to share the user database and passwords, you need to specify the same applicationName.