Firstly, you could go here, which helped me: http://weblogs.asp.net/scottgu/archive/2005/08/25/423703.aspx
Otherwise, just go to: C:\WINDOWS\Microsoft.NET\Framework\v2.0.50727
Run the aspnet_regsql.exe and following through the Next button.
If you want to setup a connection to your local machine running sql express, be sure to enter <machinename>\<sqlserver> for example: MATTSMACHINE\SQLEXPRESS
Everything should now be setup.
The next bit is optional, but I like to go to: http://msdn.microsoft.com/en-us/library/cc467894.aspx
Get the latest build of the Microsoft Enterprise Library. The setup is fairly simple, just install and follow the instructions for setting up the web.config and connection strings for allowing the data access layer. This will provide easy to use connection pooling and everything you need for single command SQL execution on your db.
The important entries in your web.config file should be:
<add name="chopDatabaseConnection" providerName="System.Data.SqlClient"...
And you're away!
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