sp_configure 'xp_cmdshell' is only available in SQL 2005 and above.
In SQL 2000, the best way to disable xp_cmdshell is to modify its permissions in master to prevent use by Public. This will still allow sysadmin users to run xp_cmdshell.
To stop sysadmin users running it, drop the extended proc xp_cmdshell. This will prevent anyone running it. It you do drop the proc, make sure you know how to re-instate it if needed.
Original author: https://github.com/SQL-FineBuild/Common/wiki/ 1-click install and best practice configuration of SQL Server 2019, 2017 2016, 2014, 2012, 2008 R2, 2008 and 2005.
When I give food to the poor they call me a saint. When I ask why they are poor they call me a communist - Archbishop Hélder Câmara