In reading your post a bit more carefully it seems that you are going to create your DTS package on a "Test" server and then port it over to a "Client" server.
As long as you set you connection to the server as "LOCAL" and not the test servers name, it will port over to the client's server and execute without the need to intervene and change the connection to the clients server name.
As a side note, when you get ready to port your DTS package to the client server, save your DTS package as a structured storage file which creates a *.dts file in the designated folder in your drive.
You then copy that file over to the test server, open DTS designer and open the .dts file like you would open any other file.
Once it is in the designer of the test server, save it once more as a SQL Server package and BINGO ... it is on the test server ready to execute.
Thanks
J. Kusch