In my case local xp machine is BIJUTHOMAS(SQL2005 ) and Remote 2003 machine is HMSERVER where the MDB FILE  is stored.

If I login locally to BIJUTHOMAS and execute the XP_CMDSHELL...

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I am working on a XP MACHINE(BIJUTHOMAS) in which SQLSERVER2005 is installed. I also have another server HMSERVER with SQL2005. When I am login LOCALLY...