A problem about set proxy

jimhongchen

I am testing function of "set proxy", but I have a problem as follow.
Do anyone have an solution for it?
Thanks for your response ahead.

jimchen@chen: isql -Usa -w999
Password:
1>; select db_name()
2>; go

------------------------------
master

(1 row affected)
1>; select suid, status, name from syslogins where name="annlogin"
2>; go
suid   status name
------ ------ ------------------------------
     14      1 annlogin

(1 row affected)
1>;
2>; select suid, uid, gid, name from sysusers where name="annuser"
3>; go
suid   uid    gid    name
------ ------ ------ ------------------------------
     14      5      0 annuser

(1 row affected)
1>;
2>; set proxy annlogin
3>; go
Msg 10331, Level 14, State 1:
Line 2:
SET SESSION AUTHORIZATION permission denied, database master, owner dbo
1>;