Hi there,
Sounds like you created a Web Application Project (WAP) instead of a Web Site Project (WSP). That is, you chose File | New Project instead of File | New Web Site when you created the site.
Profiles are not supported out of the box in a WAP and require a lot of manual work and code.
If you want to follow along with the PlanetWrox site, my advice is to grap a copy of the source from the previous web site and use that as your source.
WAPs and WSPs are discussed in Chapter 2, page 34. Page 37, step 1 then shows you how to create a WSP.
Hope this helps; if not, please let me know.
Cheers,
Imar
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