As long as you are in the sysadmin role, any objects you create will automatically be dbo unless you specify an owner. You should always specify an owner, but very few people actually do...
If you want objects you create to automatically be owned by your login, you should first grant your login (or a windows group that your are part of) login rights and then grant your login the appropriate rights in the database(s) in question. Then remove the Builtin\Administrators from the sysadmin group.
I always remove the builtin\admins from the sysadmin group as part of the install process, but if you and others have been using this to gain access, you should carefully research the security implications of doing this, particularly if this is a production system...
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If most people are not willing to see the difficulty, this is mainly because, consciously or unconsciously, they assume that it will be they who will settle these questions for the others, and because they are convinced of their own capacity to do this. -Friedrich August von Hayek
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