I'm relatively new to ASP. I made a new project, opened it, clicked the config button (the world with the hammer) and went into the security tab. This error appeared;
There is a problem with your selected data store. This can be caused by an invalid server name or credentials, or by insufficient permission. It can also be caused by the role manager feature not being enabled. Click the button below to be redirected to a page where you can choose a new data store.

The following message may help in diagnosing the problem: Unable to connect to SQL Server database.
I've done nothing in the project so far, but I need a database first of all. How do I go about getting to the point where I can actually start shoving in some code behind to work with the database (making a database exist first of all)?