asp.net website security with membership

I am implementing security for the first time on an internet site asp.net 4.5
I was told to use membership with SqlServer to secure a new website. How secure is that guy? I thought the old version from 2005/2008 was more academia not a professional security system for a internet site.
When I open that asp.net website administration tool for visual studio 2012 I get the feeling these ID/PWD should be going to Active directory. It seems like the website you use to create groups and such isn't very polished.