Try creating it using a SQL script.
Looks like the know bug in the security of SQL 2005. Are you authorized by a domain group (builtin\administrators perhaps) or is your domain account added as a login in the SQL Server or are you using SQL logins ?
My guess is that you're authorized via the builtin\administrators. That's where the GUI creates a problem. Each owner has it'sown default schema, and a group does not. Since you're probably not a specific login/user in your SQL Server, you're a member of a group and so you end up with no default schema ...
When you (or better: the GUI) try to run
create table Yveau (...)
the GUI failes, because no default schema can be used to put the table in ... Running a script which says
create table dbo.Yveau (...)
will work, because in that case you can mention the schema to use.
Sollution: create a login for your windows login and link that to a default schema.
I agree that the error message is 'somewhat' misleading. At least, it kept me busy for a few hours
Hope this helps ...