Unfortunately, DTS has been completely rewritten in SQL 2005 as SSIS, so the only way to run a DTS package is to install a specific tool with SQL 2005 to run the legacy DTS package. Unfortunately, as far as I know, SQL Express does not support running DTS packages or SSIS packages. If you want this functionality, you'll have to upgrade to SQL Standard or Enterprise edition.
Catadmin - MCDBA, MCSA
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