How do you create database with EF 4.1 Code First?
===

I'm having troubles creating database from my models. 


    public class MyDbContext : DbContext
    {
        public MyDbContext() : base("CodeFirstDatabase")
        {
            
        }

        public DbSet<Contact> Contacts { get; set; }
        public DbSet<PhoneNumber> Number { get; set; }

        protected override void OnModelCreating(DbModelBuilder modelBuilder)
        {
            modelBuilder.Conventions.Remove<PluralizingTableNameConvention>();
            modelBuilder.Entity<Contact>()
                .HasMany(c => c.Numbers)
                .WithOptional()
                .Map(p => p.MapKey("ContactId"));

        }
    }


      <connectionStrings>
        <add name="CodeFirstDatabase" providerName="System.Data.SqlClient" connectionString="Server=localhost;Integrated Security=True; Database=EFTest;"/>
      </connectionStrings>

and when I call 

        using (var db = new MyDbContext())
        {
            db.Database.Create();
        }
I get an exception saying: 

> CreateDatabase is not supported by the provider.

What's wrong with my code? :|