Been asked this question a few times lately. Remember that when you define a MembershipProvider for forms based authentication for sharepoint (or any asp.net) you can add as many as you want. The way you tell SharePoint which one you mean is to put the name of the membershipprovider before the username like this:
Thus, when you call the _vti_bin/usergroup.asmx webservice, you need to specify which membershipprovider you want to use (especially if you are not using the default one – which is always active directory in SharePoint).
If you just throw your username over, SharePoint will try it against active directory (the default) and you probably won’t get the result you are looking for. It will respond with:
User does not exist or is not unique.