Would a MSDN article do instead of a KB article? If so, take a look at:
http://msdn2.microsoft.com/en-us/library/ms229862.aspx
Scott Guthrie also has a helpful blog entry on the process as well as all sorts of tips working with the Membership database:
http://weblogs.asp.net/scottgu/archive/2006/02/24/438953.aspx
http://forums.asp.net/t/1277454.aspx
Go to Control Panel -> Administrative Tools -> Computer Management -> Local Users and Groups -> Users -> ASPNET
Right Click on ASPNET and select Properties
Go to Member Of tab.
Click on Add -> Advanced -> Find Now
Select SQLServer2005MSSQLUser$<machinename>$SQLExpress
Click on Ok -> Ok - >Apply
Close all the windows and reboot your machine. It should work now.