You may have multiple 'connections' open to the database. One that trips users up is to expand the list of databases, click on the database (one connection), and then open a query window (second connection).

I suggest closing completely out of SSMS, reopening it, do not expand the databases, just click on New Query. Then run your query from Master. Or by adding USE <databasename> switch the query to the database. But do not click on the database name in the expanded list and don't open a second query window.

-SQLBill