A quick google pointed me to this page. It explains that from sql server 2005 onwards you can set the default schema of a user with the ALTER USER statement. Unfortunately, that means that you change it permanently, so if you need to switch between schemas, you would need to set it every time you execute a stored procedure or a batch of statements. Alternatively, you could use the technique described here.
If you are using sql server 2000 or older this page explains that users and schemas are then equivalent. If you don’t prepend your table name with a schema\user, sql server will first look at the tables owned by the current user and then the ones owned by the dbo to resolve the table name. It seems that for all other tables you must prepend the schema\user.