You can put the request into a table and have a scheduled task that updates the system tables.
You won't get on-line error/success info - but maybe you should ask whether this is the sort of thing that should be executed automatically anyway - what happens if something goes wrong and you want to restore master.
If you had integrated security you could just add them to the nt group - I guess you could do that via xp_cmdshell.
Cursors never.
DTS - only when needed and never to control.