Error (Data Mining): A Catalog Is Not Set For This Session

I downloaded a copy of sql server and when I run the following query in the sql management studio after choosing new query , DMX I get the above error

CREATE MINING MODEL [NBSample]

(

CustomerKey LONG KEY,

Gender TEXT DISCRETE,

[Number Cars Owned] LONG DISCRETE,

[Bike Buyer] LONG DISCRETE PREDICT

)

Using Microsoft_Naive_Bayes



Also in the pane Mining Model I get the message No mining models found. The only error I get when I installed SQL server was a COM plus registration error. I am running Windows XP SP2. Can someone please help.

Vijay Mukhi

HOD Helios