So in order to use xp_cmdshell whether you are a sysadmin or a regular user you need to first enable the use of xp_cmdshell. Doing this is similar to what was done when enabling the dedicated administrator connection. This can be done by using sp_configure:
sp_configure ‘xp_cmdshell’, ’1′
Next Steps
* Check whether or not you are using xp_cmdshell for previous versions of SQL Server and enable it if it is still needed when you make the upgrade to SQL 2005
* With a new installation of SQL Server 2005 check to see if you really need this option enabled. From a security perspective it is best to minimize any risks, so keep this option disabled makes the most sense unless there is a real need.