Another possibility is to use a Cmd Exec step in a job to do this. Technically, it's not xp_CmdShell and makes most folks feel much better.

BTW, this is one of the many reasons why I say that turning of xp_CmdShell does nothing for security. There are other ways that an attacker that gets in with SA privs can exploit your system. A self deleting job that also deletes the job history is really tough to spot.