You can use the Execute command. Try this code in the Query Analyzer:

Declare @cString As Char(100)
Set @cString = "Use Northwind"
Execute(@cString)

In your case, it is very simple to qualify the database. For example, to fully reference the customers table in the Northwind database:

northwind.dbo.customers

The following code will work:

Declare @String As char(100)
Set @string = "Select * From northwind.dbo.customers"
Execute(@string)



HTH