Sorry for my late response, I don't check this place for comments...
I'm guessing that you haven't implemented the GetUser function.
Set breakpoints on all the functions (they throw exceptions from the beginning), and then attach to the w3wp.exe processes. Then you should be able to see which function that doesn't do what it's supposed to do.
My next screencast will show how to build your own Membership provider that can be used on any ASP.NET 2.0 site (including SharePoint).