Check the steps in this article on execution with Proxy for just xp_cmdshell:

http://msdn.microsoft.com/en-us/library/ms175046.aspx/css

Just turning on xp_cmdshell is not enough on 2012.

You should look at these articles also:

http://support.microsoft.com/kb/2160741

http://msdn.microsoft.com/en-us/library/ms175834.aspx

Both of these articles give good information on how to work with SQL Server Agent service and create Proxy accounts with proper permissions to execute diferant types of Job steps on SQL 2012.

The important thing to remember is to give the Proxy account access to ALLthe TEMP directories used by the SQL service and SQL agent accounts.