I don't advocate adding procedures to the Master database, but this will solve your issue.

If you add a procedure to the Master database (and the dbo schema) and use a name starting with "sp_", it will be found when executing it from another database but run in the context of the database it is called from.

For example:

USE Master

GO

CREATE PROCEDURE dbo.sp_TestMe

AS

SELECT DB_Name()

GO

USE MyDatabase --Replace with your database name

GO

EXEC sp_TestMe