The Query Bulder was not built like the SQL Editor with Schema/database chooser. When doing this it changes the current schema of the session. There is a send to SQL Editor button when you can open an editor with the SQL and change the schema.
Or you could try this--> keep the option I told you about to not write SQL fully qualified. Open up Object Explorer and change the drop down schema to the one you want. I believe this will also set the current schema.
