SQL Export Error

Trying to export a MS SQL 2000 database from the server to a SQL Desktop installation, I got the error message:
DTS IMPORT/EXPORT WIZARD ERROR:
Error source: Microsoft OLE DB Provider for SQL Server.
Error Description: DBNETLIB connection open Connect(). SQL server does not exists or access denied. Context: Error during initialization of the provider.

I can see both databases’ tables, and browse the data.