can't run dta

I had installed a new sql server 2005 enterprise with windows server 2003 enterprise,all done,but when I click the connect button to conect ,I get the error " Could not find stored procedure 'msdb..sp_DTA_help_session'".

Please see the following link that describes the permissions required for running DTA.

http://msdn2.microsoft.com/en-us/library/ms186330.aspx