connection to aspnetdb?

Hi,
I have a asp.net 3.5 small web application.When I open it I am geeting this message
I clicked Yes and open the project.My question is I have sued login control and everythign seems to be fine and I can see aspnet db in App_Data folder. but the strange thing is I cannot find any connection string there in web.config file.I am wondering how this works without having a connection string. I tried to move aspnetdb tables to my other sql db and made a conenction string.But then its not working.I meant cannot login. Do you guys know anythign abou this? Thanks