The option to enable or disable xp_cmdshell with sp_configure was intreduced only SQL Server 2005. With SQL Server 2000 this extended stored procedure is always enabled.
Adi
--------------------------------------------------------------
To know how to ask questions and increase the chances of getting asnwers:
http://www.sqlservercentral.com/articles/Best+Practices/61537/
For better answers on performance questions, click on the following...
http://www.sqlservercentral.com/articles/SQLServerCentral/66909/