I use sql-server-2005,My database contains many tables.
When I explore my db, I see all table names are prefixed with “dbo”. I want to replace the “dbo” with the database name see below:

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As other have said dbo is the default schema. I’m not sure why you would want to create a schema that has the same name as the database, but to accomplish what you’ve asked you would have to do something like the following:
Create a new schema using the CREATE SCHEMA statement
Move your tables from the default schema to the new schema using the ALTER SCHEMA statement.
An example would be:
You could write a script to transfer all the tables using data from the INFORMATION_SCHEMA.TABLES view.