Because of the problems I had removing Data Collector I decided to rebuild msdb. You probably heard about instmsdb.sql, but it was a long time since I actually used it. I asked about rebuilding in the MVP group and Dan Jones (MS) pointed me to a Blog post from Paul Randal on how to do this on SQL Server 2005. Here's Paul's blog post:
Since above is for SQL Server 2005 I realized that it might not work smoothly on 2008. And It didn't. Below are some of the things I discovered (also posted as a comment on Paul's blog). Read below in light of Paul's blog. I should also say that nowhere does Paul states that his instructions work on 2008. It was me taking a chance. :-)
You need to add startup parameter -s <instancename> if it is a named instance. Now, this I knew, but for the sake of other potential readers...
I initially started the instance from the Windows services applet by adding -T3608. That didn't allow for detaching msdb. So I started from an OS command prompt and also added -c. This allowed me to detach msdb.
I now ran instmsdb, but that produced a number of errors. Here are a few comments about some of them:
* Complaints on xp_cmdshell. I did try enabling this first and then ran instmsdb again but same result.
* Bunch of errors when creating various Data Collector objects. This wasn't good, because cleaning up DC was the reason to rebuild msdb in the frist place.
* 3 errors about sp_configure and -1 wasn't allowed value (two for Agent Xps and one for xp_cmdshell).
Just for the sake of trying, I now tried to connect to the instance using SSMS Object Explorer. But I now got some error regarding Agent Xp's when connecting. I tried to explicitly enabling Agent XP's using sp_configure but same error. When connected there's no node in Objects Explorer for Agent.
I took this as an indication that Agent isn't healthy. Whether it was me doing something fishy or it isn't as easy as just running insmsdb.sql for SQL Server 2008 - I don't know. But I'm in for a rebuild of system databases. This isn't that bad since it is a just a test machine. But these issues might serve as example why you want to follow Paul's initial advice: always backup msdb (also on test machines).