CREATE TRIGGER must be the first statement in a batch

I have the below trigger:

 CREATE Trigger enroll_limit on Enrollments
 Instead of Insert
 As
 Declare @Count int
 Declare @Capacity int
 Select @Count = COUNT(*) From Enrollments
 Select @Capacity = Capacity From CourseSections
 If @Count < @Capacity
 Begin 
      Insert Into Enrollments Select * From Inserted
 End
 GO

I'm getting an error msg saying:

'CREATE TRIGGER' must be the first statement in a query batch.