xp_cmdshell access permissions

Hi everyone ....
I am having a problem with a login who is not able to execute the stored procedure which uses xp_cmdshell.
For the user called 'tdlinxsql' I have given execute permission to the xp_cmdshell and when I check for the permission by giving the sp_helprotect null,'tdlinxsql' it shows that the user has the permission for the execute access.
But when I login as the user 'tdlinxsql' and execute xp_cmdshell it gives me the error msg
Msg 15153, Level 16, State 1, Procedure xp_cmdshell, Line 1
The xp_cmdshell proxy account information cannot be retrieved or is invalid. Verify that the '##xp_cmdshell_proxy_account##' credential exists and contains valid information.
so here I have created a credential ##xp_cmdshell_proxy_account## in my account where Iam SA for the server with the login of 'tdlinxsql'.Then after I have created proxy account in the same account by giving the proxy account name ##xp_cmdshell_proxy_account## which is same as the credential name and in the principals column where when we carete the proxy I have added 'tdlinxsql' account.
I have also checked the credential by giving the select * from sys.credentials and they are present in my account.
Now when I login as a 'tdlinxsql' and execute one stored procedure which is suppose to execute some SSIS packages which loads some data in to the tables.Here it gives me an error:

========== TDLinx Load Code Tables Started ==========
=
tdlinx_account_nostrcd Load Started
Msg 15153, Level 16, State 1, Procedure xp_cmdshell, Line 1
The xp_cmdshell proxy account information cannot be retrieved or is invalid. Verify that the '##xp_cmdshell_proxy_account##' credential exists and contains valid information.
even at this point after creating the credentials iam not able to ecexute the xp_cmdshell if i login as 'tdlinxsql'.it still gives me the same error which I mentioned first.
So in this case what else i need to do in order for the stored procedure to execute.
Iam attaching the stored procedure with this mail.
Thanks in advance,
**********************************************************************************************************
USE [prism]
GO
/****** Object: StoredProcedure [dbo].[rb_sp_TDLinxLoadCodeTables] Script Date: 09/13/2007 15:03:14 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
--IF (EXISTS (SELECT * FROM dbo.sysobjects WHERE name = N'rb_sp_TDLinxLoadCodeTables' AND type='P'))
-- DROP PROCEDURE [dbo].[rb_sp_TDLinxLoadCodeTables]
--GO
--CREATE PROCEDURE rb_sp_TDLinxLoadCodeTables AS
CREATE PROCEDURE [dbo].[rb_sp_TDLinxLoadCodeTables] AS
--====================================================================================
-- M O D I F I C A T I O N L O G
--------------------------------------------------------------------------------------
-- USER ID DATE MODIFICATION DESCRIPTION
--------------------------------------------------------------------------------------
-- EEADS 05/07/2007 Procedure Created.
--====================================================================================
--
SET XACT_ABORT ON
SET NOCOUNT ON
SET TRANSACTION ISOLATION LEVEL READ COMMITTED
SET LOCK_TIMEOUT 120000
SET DEADLOCK_PRIORITY LOW
--
-------------------------------------------------------------------------
-- Work Variables
-------------------------------------------------------------------------
DECLARE @ServerInfo varchar(100)
DECLARE @PkgVars varchar(200)
DECLARE @TableNameSuffix varchar(50)
DECLARE @UserNbr int
DECLARE @RetCode int
--
SELECT TOP 1 @UserNbr = user_nbr FROM dbo.prism_user WHERE login_name = 'tdlinxsql'
SET @PkgVars = '/Set Package.Variables[User::varUserNbr].Properties[Value];"' + cast(@UserNbr as varchar) + '"'
--
--
SET @ServerInfo = ' /Ser localhost /U tdlinxsql /P pwd123$$ '
--
--
PRINT ' '
PRINT '========== TDLinx Load Code Tables Started =========='
--
-------------------------------------------------------------------------
-- Execute ACCOUNT NOSTRCD Load
-------------------------------------------------------------------------
IF (@@ERROR = 0)
BEGIN
SET @TableNameSuffix = 'account_nostrcd'
EXEC rb_sp_TDLinxLoadCodeTable_Sub @ServerInfo, @PkgVars, @TableNameSuffix, @RetCode OUTPUT
END
--
-------------------------------------------------------------------------
-- Execute ACCOUNT STATUSIND Load
-------------------------------------------------------------------------
IF ((@@ERROR = 0) AND (@RetCode = 0))
BEGIN
SET @TableNameSuffix = 'account_statusind'
EXEC rb_sp_TDLinxLoadCodeTable_Sub @ServerInfo, @PkgVars, @TableNameSuffix, @RetCode OUTPUT
END
--
-------------------------------------------------------------------------
-- Execute ACCOUNT TYPECD Load
-------------------------------------------------------------------------
IF ((@@ERROR = 0) AND (@RetCode = 0))
BEGIN
SET @TableNameSuffix = 'account_typecd'
EXEC rb_sp_TDLinxLoadCodeTable_Sub @ServerInfo, @PkgVars, @TableNameSuffix, @RetCode OUTPUT
END
--
-------------------------------------------------------------------------
-- Execute ACCOUNT TRANSCD Load
-------------------------------------------------------------------------
IF ((@@ERROR = 0) AND (@RetCode = 0))
BEGIN
SET @TableNameSuffix = 'account_transcd'
EXEC rb_sp_TDLinxLoadCodeTable_Sub @ServerInfo, @PkgVars, @TableNameSuffix, @RetCode OUTPUT
END
--
-------------------------------------------------------------------------
-- Execute ACCOUNT TRADECLCD Load
-------------------------------------------------------------------------
IF ((@@ERROR = 0) AND (@RetCode = 0))
BEGIN
SET @TableNameSuffix = 'account_tradeclcd'
EXEC rb_sp_TDLinxLoadCodeTable_Sub @ServerInfo, @PkgVars, @TableNameSuffix, @RetCode OUTPUT
END
--
-------------------------------------------------------------------------
-- Execute RETAILSYNC SSTATUSCD Load
-------------------------------------------------------------------------
IF ((@@ERROR = 0) AND (@RetCode = 0))
BEGIN
SET @TableNameSuffix = 'retailsync_sstatuscd'
EXEC rb_sp_TDLinxLoadCodeTable_Sub @ServerInfo, @PkgVars, @TableNameSuffix, @RetCode OUTPUT
END
--
-------------------------------------------------------------------------
-- Execute RETAILSYNC ASTATUSCD Load
-------------------------------------------------------------------------
IF ((@@ERROR = 0) AND (@RetCode = 0))
BEGIN
SET @TableNameSuffix = 'retailsync_astatuscd'
EXEC rb_sp_TDLinxLoadCodeTable_Sub @ServerInfo, @PkgVars, @TableNameSuffix, @RetCode OUTPUT
END
--
-------------------------------------------------------------------------
-- Execute RETAILSYNC TRANSCD Load
-------------------------------------------------------------------------
IF ((@@ERROR = 0) AND (@RetCode = 0))
BEGIN
SET @TableNameSuffix = 'retailsync_transcd'
EXEC rb_sp_TDLinxLoadCodeTable_Sub @ServerInfo, @PkgVars, @TableNameSuffix, @RetCode OUTPUT
END
--
-------------------------------------------------------------------------
-- Execute RETAILSYNC EXCEPTION Load
-------------------------------------------------------------------------
IF ((@@ERROR = 0) AND (@RetCode = 0))
BEGIN
SET @TableNameSuffix = 'retailsync_exception'
EXEC rb_sp_TDLinxLoadCodeTable_Sub @ServerInfo, @PkgVars, @TableNameSuffix, @RetCode OUTPUT
END
--
-------------------------------------------------------------------------
-- Execute STORE ANNVOLCD Load
-------------------------------------------------------------------------
IF ((@@ERROR = 0) AND (@RetCode = 0))
BEGIN
SET @TableNameSuffix = 'store_annvolcd'
EXEC rb_sp_TDLinxLoadCodeTable_Sub @ServerInfo, @PkgVars, @TableNameSuffix, @RetCode OUTPUT
END
--
-------------------------------------------------------------------------
-- Execute STORE FOODTYPECD Load
-------------------------------------------------------------------------
IF ((@@ERROR = 0) AND (@RetCode = 0))
BEGIN
SET @TableNameSuffix = 'store_foodtypecd'
EXEC rb_sp_TDLinxLoadCodeTable_Sub @ServerInfo, @PkgVars, @TableNameSuffix, @RetCode OUTPUT
END
--
-------------------------------------------------------------------------
-- Execute STORE CHAININD Load
-------------------------------------------------------------------------
IF ((@@ERROR = 0) AND (@RetCode = 0))
BEGIN
SET @TableNameSuffix = 'store_chainind'
EXEC rb_sp_TDLinxLoadCodeTable_Sub @ServerInfo, @PkgVars, @TableNameSuffix, @RetCode OUTPUT
END
--
-------------------------------------------------------------------------
-- Execute STORE LATLONGCD Load
-------------------------------------------------------------------------
IF ((@@ERROR = 0) AND (@RetCode = 0))
BEGIN
SET @TableNameSuffix = 'store_latlongcd'
EXEC rb_sp_TDLinxLoadCodeTable_Sub @ServerInfo, @PkgVars, @TableNameSuffix, @RetCode OUTPUT
END
--
-------------------------------------------------------------------------
-- Execute STORE NOSTRCD Load
-------------------------------------------------------------------------
IF ((@@ERROR = 0) AND (@RetCode = 0))
BEGIN
SET @TableNameSuffix = 'store_nostrcd'
EXEC rb_sp_TDLinxLoadCodeTable_Sub @ServerInfo, @PkgVars, @TableNameSuffix, @RetCode OUTPUT
END
--
-------------------------------------------------------------------------
-- Execute STORE STATUSIND Load
-------------------------------------------------------------------------
IF ((@@ERROR = 0) AND (@RetCode = 0))
BEGIN
SET @TableNameSuffix = 'store_statusind'
EXEC rb_sp_TDLinxLoadCodeTable_Sub @ServerInfo, @PkgVars, @TableNameSuffix, @RetCode OUTPUT
END
--
-------------------------------------------------------------------------
-- Execute STORE TRANSCD Load
-------------------------------------------------------------------------
IF ((@@ERROR = 0) AND (@RetCode = 0))
BEGIN
SET @TableNameSuffix = 'store_transcd'
EXEC rb_sp_TDLinxLoadCodeTable_Sub @ServerInfo, @PkgVars, @TableNameSuffix, @RetCode OUTPUT
END
--
-------------------------------------------------------------------------
-- Execute STORE FORMATCD Load
-------------------------------------------------------------------------
IF ((@@ERROR = 0) AND (@RetCode = 0))
BEGIN
SET @TableNameSuffix = 'store_formatcd'
EXEC rb_sp_TDLinxLoadCodeTable_Sub @ServerInfo, @PkgVars, @TableNameSuffix, @RetCode OUTPUT
END
--
-------------------------------------------------------------------------
-- Execute STORE TRADECLCD Load
-------------------------------------------------------------------------
IF ((@@ERROR = 0) AND (@RetCode = 0))
BEGIN
SET @TableNameSuffix = 'store_tradeclcd'
EXEC rb_sp_TDLinxLoadCodeTable_Sub @ServerInfo, @PkgVars, @TableNameSuffix, @RetCode OUTPUT
END
--
-------------------------------------------------------------------------
-- Execute COMBINED LOOKUP Load
-------------------------------------------------------------------------
IF ((@@ERROR = 0) AND (@RetCode = 0))
BEGIN
SET @TableNameSuffix = 'combined_lookup'
EXEC rb_sp_TDLinxLoadCodeTable_Sub @ServerInfo, @PkgVars, @TableNameSuffix, @RetCode OUTPUT
END
--
-------------------------------------------------------------------------
-- Print completion status message
-------------------------------------------------------------------------
IF ((@@ERROR = 0) AND (@RetCode = 0))
BEGIN
PRINT '='
PRINT '========== TDLinx Code Load Tables Completed Successfully =========='
END
ELSE
BEGIN
PRINT '*'
PRINT '*** TDLinx Load Code Tables Failed ***'
END
--
--