I am trying to set up a schedule alert for my search but I was not able to. Any suggestion that would be great.
Could you be more specific about what you are trying to do and how you are unable to do it? Have you read the Alerting manual (http://docs.splunk.com/Documentation/Splunk/latest/Alert/Aboutalerts)?
Without further info I'm assuming that your user lacks the capability (permission) to schedule searches.