Problems enabling xp_cmdshell

Question

We migrated a SQL Server 2005 server to SQL 2008R2 SP3 this past Sunday, with one named instance. One of the things we missed was that xp_cmdshell was enabled on the old server. The SQL server name is fl2000-sql002 and the SProc is using this code:
SET @bcpCommand
= 'bcp.exe AdjustmentRequests.##AdjustmentRequestCSVFinal out "\\fl2000-netcon01\DefPath\Charge Imports\result.csv" -S fl2000-sql002 -U AdjustmentRequests -P [Pwd] -t, -c'
EXEC
master..xp_cmdshell
@bcpCommand
The programmers request was to grant the local SQL ID named 'AdjustmentRequests' the ability to execute xp_cmdshell, but I want to use a generic SQLProxy account in case future SProc's also need the
ability. Because it is referencing a remote UNC path, I created a new dedicated domain proxy account named SQL002DB.Proxy.
I've done this before years ago but I didn't document the exact steps, so I was searching for the process again. I tried a few different links, and then ended up on the link I recognized from the last setup on one of our other SQL servers...
http://sqlblog.com/blogs/tibor_karaszi/archive/2007/08/23/xp-cmdshell-and-permissions.aspx.
At this point in time, the instance doesn't not have a login for the SQLProxy account, nor the domain\SQL002db.Proxy account, there are not any entries in the Credentials, and there are not any entries in the SQL Agent\Proxies\OperatingSystem(CmdExec)
containers. I refreshed all containers to confirm.
The commands I'm attempting to use are below.
--1, allow   xp_cmdshell
EXEC sp_configure 'xp_cmdshell', 1
RECONFIGURE
GO
--2, grant permission to xp_cmdshell
USE master
CREATE LOGIN SQLProxy WITH PASSWORD =   'XP_Cmdshell'
CREATE USER SQLProxy FROM LOGIN SQLProxy
GRANT EXECUTE ON xp_cmdshell TO SQLProxy
EXECUTE AS login = 'SQLProxy'
EXEC sp_xp_cmdshell_proxy_account   'Domain\SQL002DB.Proxy','Pwd'
EXECUTE AS login = 'SQLProxy'
EXEC xp_cmdshell 'DIR C:\*.*'
REVERT
Regardless if I login as sa or login with my domain account which is a member of the sysadmin role, I receive these messages upon execution:
Configuration option 'xp_cmdshell' changed from 1 to 1. Run the RECONFIGURE statement to install.
Msg 15023, Level 16, State 1, Line 4
User, group, or role 'SQLProxy' already exists in the current database.
Msg 229, Level 14, State 5, Procedure sp_xp_cmdshell_proxy_account, Line 1
The EXECUTE permission was denied on the object 'sp_xp_cmdshell_proxy_account', database 'mssqlsystemresource', schema 'sys'.
Msg 229, Level 14, State 5, Procedure xp_cmdshell, Line 1
The EXECUTE permission was denied on the object 'xp_cmdshell', database 'mssqlsystemresource', schema 'sys'.
Now I see the SQLProxy login ID listed, but nothing else. What am I doing wrong? The staff are sharpening their pitchforks because they are having to run this process manually.

Answer 1

Logged in as sa:
EXEC
sp_xp_cmdshell_proxy_account[Domain\SQL002DB.Proxy],
'Pwd'
Msg 15137, Level 16, State 1, Procedure sp_xp_cmdshell_proxy_account, Line 1
An error occurred during the execution of sp_xp_cmdshell_proxy_account. Possible reasons: the provided account was invalid or the '##xp_cmdshell_proxy_account##' credential could not be created. Error code: '5'.
USE
master;
GO
CREATE
USER [Domain\SQL002DB.Proxy]
FOR
LOGIN [Domain\SQL002DB.Proxy];
GRANT
EXECUTE
ON
xp_cmdshell
TO [Domain\SQL002DB.Proxy];
Msg 15023, Level 16, State 1, Line 1
User, group, or role 'Domain\SQL002DB.Proxy' already exists in the current database.