How to set up new Membership and Session providers to run in Windows Azure? Using MVC3 and Web Role

I've read about the New Membership and Session providers, and the information in this article is that just changing the connectionStrings the database would build itself magically in my SQL Azure Database.

So, I first changed my connection to:

<add name="Project" connectionString="Server=tcp:xxxxxxxx.database.windows.net,xxxx;Database=xxxxx;User ID=xxxxxxxxxxx;Password=xxxxxxxxxxx;Trusted_Connection=False;Encrypt=True;" providerName="System.Data.SqlClient" />

When I tried to debug my app with the emulator, I got the error: EFProviders require MultipleActiveResultSets=True for System.Data.SqlClient connection strings.

I researched about this error and realized that it was something related to Entity Framework. I tried to make an Entity Framework connection string with no success. In addtion, I read somewhere that SQL Azure doesn't support MultipleActiveResultSets.

So, I have 2 questions:

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1. Is it true that if I run the application and register any user via website interface the Membership and Session tables, views and procedures will magically build in my SQL Azure database?
2. What am I missing to make my app run?

Detail: I didn't add any new item in Models folder. It's only AccountModels class, as it generates from MVC3 template.

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Fortunatelly now I have the 2 answers:

1. Yes, it's true and very easy!

2. The mistake I did first time it was try to put MultipleActiveResultsSet as a new attribute in the connectionString line. The code have to be like this:

   <add name="Project" connectionString="Server=tcp:xxxxxxxx.database.windows.net,xxxx;Database=xxxxx;User     ID=xxxxxxxxxxx;Password=xxxxxxxxxxx;Trusted_Connection=False;Encrypt=True;**MultipleActiveResultSets=True**" providerName="System.Data.SqlClient" />
   

Edited

Now I found out other way to do that with AppFabric Caching for Session State. Just follow this tutorial.