DataBase Engine Tuning Advisor

Is it possible to use the DataBase Engine Tuning Advisor?
I get the following error when opening it.

Thanks.

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Failed to open a new connection.
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In order to start tuning application needs to create some objects in MSDB database. You have to be a member of sysadmin fixed server role in order to initialize MSDB for tuning (DTAClient)
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Program Location:
at Microsoft.SqlServer.Management.DTA.Client.TuningServer.InitializeTuningParametersDatabase()
at Microsoft.SqlServer.Management.DTA.Client.TuningServer.InitializeConnection()
at Microsoft.SqlServer.Management.DTA.Client.TuningServer.Connect()
at Microsoft.SqlServer.Management.DTA.Shell.SessionMonitor.AddServerInternal(SqlConnectionInfo connectionInfo, SqlConnection connection)
at Microsoft.SqlServer.Management.DTA.Shell.SessionMonitor.AddServer(SqlConnectionInfo connectionInfo, SqlConnection connection)
at Microsoft.SqlServer.Management.DTA.Shell.SessionMonitor.OnConnect(Object sender, EventArgs e)