One of the way is to select target platform as .NET 3.5 in the drop-down at the top of New Project dialog - this will allow you to select "ASP.NET Web Service Application" project template. Once you select the template, you may change the target platform to .NET 4 using project properties.
I believe that the main reason for this template not being available in .NET 4 view is that this project uses ASP.NET web services (asmx files). Microsoft has declared this to be an obsolete technology and recommends to use WCF services instead.
You can expose ASP.NET application services (authentication, role etc used the sample sited by you) as WCF services. See section titled "Using application services as WCF services" in this link. So I will recommend you to choose ASP.NET Web Application project and then expose ASP.NET services as WCF services.