You can have a look at the Help file, there are steps documented on using the SQLUM as your default provider. This should give you an overview of whats required in changing the default provider:

Before you begin > Security Provider and User Managers > SQLUM > Introduction

K2 ships with 2 providers, the AD Provider (Default) and the K2 SQLUM, which is basically a SQL database with the relevant tables built in. If you require something else, you can easily create your own. Have a look at the following posts:

http://www.k2underground.com/blogs/pitchblack/archive/2008/05/01/how-to-implement-a-custom-security-provider-example-for-k2-blackpearl.aspx

http://www.k2underground.com/groups/k2_blackpearl_custom_security_provider/media/default.aspx