Alter failed for schema 'dbo' when trying to change schema owner
You can't change the owner of "dbo" because it is a system schema. From ALTER AUTHORIZATION, "Special Cases and Conditions":


  SCHEMA
  ... Cannot change the owner of sys, dbo, or information_schema


And you can't set a default schema for windows logons (yet).

This matters in 2 ways:


you are issuing DDL (CREATE TABLE) etc when you want objects to be in dbo
you won't have reusable query plans for DML without schema so different users will have different query plans


Basically, you have two options: 


fix the queries
stop using ODBCDirect from MS Access to SQL Server.


The third option, ugly and dangerous, is to make the Windows logon "sysadmin" which means they will always map to dbo. I don't recommend this

Personally, I don't use the dbo schema any more: see dba.se (and the further links there)