Turning off auto shrink on all SQL Server databases. Why doesn't this work?
Unfortunately, the procedure sp_MSforeachdb is and will always be unsupported and thus, kind of unreliable.

There's an article on CodeProject that shows how to filter databases when using this DB. But I have the same problem as yours on my local 2008 R2 installation. Filtering doesn't work.

Our own friend, Aaron, wrote a nice article some time ago, about writing a different and better version of sp_MSforeachdb. See his article here. Use that SP and the filtering parameters will do what you need.