SSIS has replaced DTS in the newest version of SQL Server 2005
I don't know what exactly you are trying to do, but once compiled as a VB executable, an SQL Server 2000 DTS package can be used with SQL Server Express Edition or any other database (MS Access as an example) for which there is an ADO or ODBC provider.
If you are able to write a DTS package on another SQL 2000 system, you can download
the DTS runtime to execute it on SQL Express from
Feature Pack for Microsoft SQL Server 2005 - November 2005.
http://www.microsoft.com/downloads/details.aspx?FamilyID=d09c1d60-a13c-4479-9b91-9e8b9d835cdc&DisplayLang=enAlternately maybe you can use SqlBulkCopy a new feature of Ado.NET 2.0,
