the OBJECT_NAME function has a second , optional parameter for the db_id for exactly this reason;

this works in 2005 and above;

sp_msforeachdb '

select

object_name(s.object_id,db_id(''?'')),

s.*, p.*

from ?.sys.sql_modules s

inner join ?.sys.procedures p

on s.object_id = p.object_id'

the schema_name() function does not have the optional parameter in 2005, so if you need the schema (assuming you have otehrs than dbo) that might take some more work.