To enable xp_cmdshell, use the following commands:

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

/* Execute the next 14 lines in a query window to enable Database Mail */
-- 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 Database Mail extended stored procedure
sp_configure 'Database Mail XPs', 1;
GO
-- To update the currently configured value for advanced options.
RECONFIGURE
GO
/* End of Database Mail enable segment */

-- To enable the feature.
EXEC sp_configure 'xp_cmdshell', 1
GO
-- To update the currently configured value for this feature.
RECONFIGURE
GO

In Windows7 or Vista, use MSG.EXE instead of NET SEND (for XP)
EXEC xp_cmdshell 'Msg.exe %UserName% "Windows 7 popup message"', no_output
EXEC xp_cmdshell 'net send /domain: SQL_USERS ''Testing net send - works', no_output

declare @myUser varchar(50)
set @myUser = 'msg ' + SYSTEM_USER + ' "Hello" '
EXEC xp_cmdshell @myUser, no_output



EXEC xp_cmdshell 'Msg.exe administrator "Windows 7 popup message"', no_output

EXEC xp_cmdshell 'Msg.exe SYSTEM_USER "Windows 7 popup message"', no_output

select SYSTEM_USER


Enable XP Net Send messenger service:
   http://www.coderetard.com/2008/10/13/how-to-enable-net-send-messenger-service-on-windows-xp/