Create Membership Profile MVC 3

I'm creating an Admin page for my ASP.Net MVC 3 application. I can create a new user, like this:

MembershipUser mu = Membership.CreateUser(user.UserName, user.Password);
Membership.UpdateUser(mu);

I can assign roles like this:

Roles.AddUserToRole(user.UserName, "Customer");

But how do I create and attach a new profile?

ProfileManager has methods to Find and Delete profiles, but no method to create one.

If it matters, I have added custom profile properties like this:

<properties>
  <add name="FirstName" />
  <add name="LastName" />
</properties>      

I assume that a profile is not automatically created when the user is created, because a subsequent call to

ProfileInfoCollection profiles = 
    ProfileManager.GetAllProfiles(ProfileAuthenticationOption.All);

returns an empty collection, while Membership.GetAllUsers() returns the one user I just created.

I just realized that I have to use ProfileBase to create a new profile entry:

ProfileBase pi = ProfileBase.Create(user.UserName);