dun (8/27/2009)
Yes, the MCTS 70-431 on p605 does say "You cannot create Database Snapshots against system databases." The MSKB at http://support.microsoft.com/kb/920926 does not have any errata for this page to indicate otherwise. Has anybody tried this on SQL 2005 Enterprise? What was the result?
Okay, I tried the following and it was successful.
create database msdb_dbss20090827 on
(name = MSDBData, filename = 'C:\Program Files\Microsoft SQL Server\MSSQL.1\MSSQL\DATA\msdbdata.ss')
as snapshot of msdb;