You do not have permission to use the bulk load statement

• Start SQL Server Managament Studio
• Expand Security->Logins
• Locate your user, right click on it and take Properties
• Open Server Roles tab
• Make sure that bulkadmin is checked.
• There you can experiment with other roles if bulkadmin doesn't work for you.
• Click OK :)

Query version for Aleksandr's answer:

EXEC master..sp_addsrvrolemember @loginame = N'%userName%', @rolename = N'bulkadmin'
GO

Just replace %userName% with desired user. Also you need to be loged in as Sys-Admin (sa) or other user with EXEC permissions and bulkadmin granting permission.