ur missing objcommand.ExecuteNonQuery(); and parenthesis in code try this one
<script runat="server">
protected void CreateUserWizard1_CreatedUser(object sender, EventArgs e)
{
System.Data.SqlClient.SqlConnection con = new System.Data.SqlClient.SqlConnection();
string connectionstr=@"Data Source=.\SQLEXPRESS;AttachDbFilename=C:\Users\EHSAN\Documents\Visual Studio 2010\Projects\The Club\The Club\App_Data\Database1.mdf;Integrated Security=True;User Instance=True";
con.ConnectionString=connectionstr;
string sqlstring;
sqlstring ="insert into Authenticate (username,password)VALUES ('"+ CreateUserWizard1.UserName+"','"+CreateUserWizard1.Password+"')";
System.Data.SqlClient.SqlCommand objcommand = new System.Data.SqlClient.SqlCommand(sqlstring, con);
Con.Open();
objcommand.ExecuteNonQuery();
Con.Close();
Response.Redirect("~/Login.aspx");
}
</script>
<asp:Content ID="Content1" ContentPlaceHolderID="cphMain" Runat="server">
<asp:CreateUserWizard ID="CreateUserWizard1" Runat="server"
oncreateduser="CreateUserWizard1_CreatedUser">
</asp:CreateUserWizard>
</asp:Content>