WMI Alerting not working

I am trying to set up a WMI alert on SQL Server 2005 as described in
the article,
http://www.microsoft.com/technet/prodtechnol/sql/2005/evaluate/newsql....

I try running the following:

USE [msdb]
GO
EXEC msdb.dbo.sp_add_alert @name=N'Database Created',
@enabled=1,
@delay_between_responses=0,
@include_event_description_in=0,
@wmi_namespace=N'\\.\root\Microsoft\SqlServer\ServerEvents\MSSQLSERVER',

@wmi_query=N'SELECT * FROM CREATE_DATABASE',
@job_id=N'00000000-0000-0000-0000-000000000000'
GO

This produces:

"The @wmi_query could not be executed in the @wmi_namespace provided.
Verify that an event class selected in the query exists in the
namespace and that the query has the correct syntax."

Any ideas?