If like me you run an installation of DasBlog in a sub folder/app then you may run into this error message when you start using ASP.net 2.0 membership/role providers in the base app.
The SSE Provider did not find the database file specified in the connection string. At the configured trust level (below High trust level), the SSE provider can not automatically create the database file.
All that is required to fix is to add:
to system.web in the DasBlog web.config.