You need to refer to the assembly System.Web.ApplicationServices.dll. The class is RoleProvidernot defined in System.Web.dll.
In this case, and when in doubt, check the MSDN page for the associated class and at the top of the page where you can see in which namespace and assembly they are defined.
For the class RoleProvideryou have:
: System.Web.Security
: System.Web.ApplicationServices( System.Web.ApplicationServices.dll)