Where to look in SQL Server?

[Techie10]

I'm trying to learn SMS and am using the training kit to do that.

Everything seems to be going great so far but I keep getting a window stating an error in the SMS_SQL_Monitor status in SMS.

I check the error for more info and the error states:
failed to execute sql command sp_addextendedproc xp_sms_notification xmxsp.dll. Check message from SQL Server

I've opened the SQL Server Manager but I'm not quite sure what to look for.

Any ideas or helpful hints?

Much Thanks
Steve