Make sure the user for the database has "create table" privileges assigned for the "dbo" schema (according to the message in the pop-up, that is where the tool is attempting to create them, likely this is the default schema for the user you are connected as).
There should also be an entry in the "Miner" event log for this error, I don't know if it will have any further information but it might, so you could check that too.
Thank you Tim, you are right, it is grant permission issue.
I managed to create the system table.
Good to hear Aimin, and thanks for confirming with us that this was the solution.