>The only way I have found to do this is by executing everything into a command:
>
>

>DECLARE @Command nvarchar(max)
>DECLARE @DestinationDatabase char(40)
>
>SET @DestinationDatabase='Test'
>
>SET @Command='USE '+@DestinationDatabase
>
>EXECUTE(@Command)
>

>
>If someone has a simpler way, please, let us know.

There is no simpler way (unless changing connection string to use correct database). Dynamic tables / databases require dynamic SQL. Answered the exact same question in almost the same way here
http://social.msdn.microsoft.com/Forums/en-US/transactsql/thread/ecc2e569-5a05-41e0-9201-de0a1dcd9870

Although you may need to create the whole script dynamically, not just USE statement.