USE pubs

IF EXISTS (SELECT name FROM sysobjects

WHERE name = 'reminder' AND type = 'TR')

DROP TRIGGER reminder

GO

CREATE TRIGGER reminder

ON titles

FOR INSERT, UPDATE, DELETE

AS

EXEC master..xp_sendmail 'MaryM',

'Don''t forget to print a report for the distributors.'

GO

Above is the example from BOL. It creates trigger on table 'titles' for changes in 'pubs' database and calls stored procedure in 'master' database. What you need is to use the fully qualified name.