grant permission question

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From: joe (pearl_77_at_hotmail.com)
Date: 03/24/04 

Date: Wed, 24 Mar 2004 16:10:52 -0500

under sa account,
I run following script,

exec sp_executesql N'GRANT EXECUTE ON dbo.xp_cmdshell TO joe'

now, I loginid using joe/joe

run following script:
xp_cmdshell ' dir *.exe'

I got error:

Msg 50001, Level 1, State 50001
xpsql.cpp: Error 87 from GetProxyAccount on line 604

Any other question, how do I Undo my grant execution permission to joe?
is there a query to ungrant execute on dbo.xp_cmdshell to joe?

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