My article related to Getting started with SQL Server database diagrams is published on following address. Due to copy right restrictions i will not publish it here. You may visit it at Getting started with SQL Server database diagrams. It would be very helpful to start effectively working with Database Diagrams in SSMS.
SQL Srever Management Studio is equipped with a comprehensive solution for working with database diagrams. But whenever diagram folder inside a database is clicked for the first time following dialog is shown
This database does not have one or more of the support objects required to use database diagramming
The option dialog just asks your permissions to create some system stored procedures that are required to work with diagrams in SSMS. These stored procedures are not created by default in new databases. So You may allow SQL Server to create these system stored procedures for your database. The system stored procedures will be created in your database after you allow to do so. Following are system stored procedures that are created for working with SQL Server diagrams
Once these system stored procedures are created you will never be prompted again by SQL Server for creating these for that database.