>>>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.

Look under programmability, since it's an SP. Also you may need to activate it using configuration utility...