Peter Kellner has a good article on the new ASP.NET 2.0 Membership and Roles Features, and then put together a very useful sample that demonstrates how to implement a set of admin data-pages on top of the ASP.NET 2.0 Membership and Role Management system to allow you to remotely administer your users and roles. His sample is available to download in source format -- so you can integrate it within your applications to provide a remote management experience for users/roles that works well in a hosting environment.
Update: Check out Juval's article and sample code on how to accomplish the same thing using a Windows Forms front-end and web-services. Very slick!
Updated: Juval has updated his code again to support three options:
1) The version mentioned in the magazine
2) A WCF (Indigo) version hosted in IIS
3) A WCF (Indigo) version with a custom server host in case IIS isn't an option
You can download all three versions here: http://www.idesign.net/idesign/temp/CredentialsManager.zip
Hope this helps,