>>I think that xp_cmdshell is contained in the Master database, but if I don't see that database in my SQL Server Management Studio, what do I need to do?
>
>Look under Databases/system databases

Ok, I found this tree:

NTSERVER
----- Databases
---------- System Databases
--------------- master
-------------------- Tables
------------------------- System Tables

Where do I find the xp_cmdshell? There are other branches, like Views, Synonums, etc. but I didn't see that in them.