Difficulty starting Patterns in Action app

Need help here., I think I've follow the instruction, don't know where is missing. I can browse the products, search, add to cart, etc, but I don't know why I can't login.
I'm using SQLExpress with instance name is SQLExpress2008, so I need to change some connection string in web.config.
1. My 1st try:
<appSettings>
...
<add key="ConnectionStringName" value="ADO.NET.SqlExpress"/>
...
</appSettings>

<connectionStrings>
...
<add name="ADO.NET.SqlExpress" connectionString="Data Source=.\SQLEXPRESS2008;Integrated Security=True;User Instance=True;AttachDBFilename=|DataDirectory|Action.mdf"/>
...
</connectionStrings>

Then I got this error when login:
"A network-related or instance-specific error occurred while establishing a connection to SQL Server. The server was not found or was not accessible. Verify that the instance name is correct and that SQL Server is configured to allow remote connections. (provider: SQL Network Interfaces, error: 26 - Error Locating Server/Instance Specified)"

I think that the application only use one connection string, so I feel strange here, because the others like browse product, ect are fine. So if that errors occurs It seems login use another connection string. So I try to change web.config again on the <membership..> part.

2, My 2nd try (change connection string from "LocalSqlServer" to "ADO.NET.SqlExpress"):
<membership defaultProvider="MembershipProvider">
 <providers>
   <clear/>
       <add name="MembershipProvider" ... connectionStringName="ADO.NET.SqlExpress"  .../>
 </providers>
</membership>

Then I got this error when login:
"Could not find stored procedure 'dbo.aspnet_CheckSchemaVersion'."

Then I try to run Aspnetdb.sql. But the error still same "Could not find stored procedure 'dbo.aspnet_CheckSchemaVersion'."

Is there something wrong with my above setting? Or I'm missing something? Please help me.
Thanks