Hadi Fadlallah takes us through xp_cmdshell:
In brief, xp_cmdshell is a system stored procedure in SQL Server. It allows executing Windows shell commands from the SQL Server environment. While commands are passed as an input string, the shell’s output is returned as rows of text.
The xp_cmdshell takes two parameters; one required and one optimal:
Hadi does a good job of showing us what security is in place protecting malicious use of xp_cmdshell and how you can add a person to the list of users.