i acn't login to a sql server with Database Engine Tuning Advisor

I'm trying to connect an instance (sql2005 standard edition) with the Database Engine Tuning Advisor (DETA), but it always fails.
I get this message:
"Failed to open a new connection.Failed to initialize MSDB database for tuning
(exit code: -1073741819).(DTAClient)"

The msdb database is exist on this server. What can i do?I compared the msdb database to an another db (where this feature is works) and I found some missing objects:
DTA% tables(22) and sp_DTA% store procedures(63)

I don't remember any option where I can set this objects (exist or not) and I didn't see any error when I installed this server.
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This is most likely a security issue. The login account you are using from the tuning advisor doesn't have sufficient privileges to MSDB. The account you use for database tuning should have read/write access to msdb, because the DTA stores session information there (see BOL topic Considerations for Using Database Engine Tuning Advisor).