[dba-SQLServer]Permission to My Own Table

Dumb question. I created a new table in an SQL application.  I can not use
the table, it is telling:

Server: Msg 268, Level 16, State 3, Procedure gps_proactive_XALPRO, Line 289
Cannot run SELECT INTO in this database. The database owner must run
sp_dboption to enable this option.

I have set all the permissions in the table for the whole world up update,
select, etc.  What the?  I am sure this is something really easy.  Thanks.