From: http://www.windows.ucar.edu/tour/link=/mythology/coyote_milkyway.html
According to Navajo mythology, the Milky Way was created by the
mischievous behavior of the god, Coyote. When the world was created,
the Holy People gathered around Black God to place the stars in
the sky. Coyote grew annoyed at the slowness of this process.
In his anger, he chose to place a red star, called Ma'iio, in the
south. Ma'iio means 'the one who roams'. This star symbolizes Coyote
and appears for only a short time during the year. To the Navajo,
it is a symbol of trouble. Coyote continued to be displeased with
the Holy People's progress and threw the bag of stars over his head,
forming the Milky Way.
Coyote was a trickster, and would often use this to get what he wanted. In one story, Coyote turned a hero into a coyote, and in turn became the man. He went to the hero's home and slept with his wife. Coyote smelled very bad. When the wife visited her mother, she smelled the Coyote on the wife. They then knew that Coyote had tricked them.