In trying to use the Identity framework, I get the error: "The type or namespace name 'Identity' does not exist in the namespace 'Microsoft.AspNet'

I have the references for Identity.

using Microsoft.AspNet.Identity;
using Microsoft.AspNet.Identity.EntityFramework;
using Microsoft.AspNet.Identity.Owin;

When adding them, intellisense pops them out, and I have them as references, but I still get the error:

The type or namespace name 'Identity' does not exist in the namespace 'Microsoft.AspNet'

It is an Asp.Net 4.0 app.

What am I doing wrong?