Enable 'xp_cmdshell' SQL Server

You can also hide again advanced option after reconfigure:

-- show advanced options
EXEC sp_configure 'show advanced options', 1
GO
RECONFIGURE
GO
-- enable xp_cmdshell
EXEC sp_configure 'xp_cmdshell', 1
GO
RECONFIGURE
GO
-- hide advanced options
EXEC sp_configure 'show advanced options', 0
GO
RECONFIGURE
GO

You need to enable it. Check out the Permission section of the xp_cmdshell MSDN docs:

http://msdn.microsoft.com/en-us/library/ms190693.aspx:

-- To allow advanced options to be changed.
EXEC sp_configure 'show advanced options', 1
GO
-- To update the currently configured value for advanced options.
RECONFIGURE
GO
-- To enable the feature.
EXEC sp_configure 'xp_cmdshell', 1
GO
-- To update the currently configured value for this feature.
RECONFIGURE
GO