You can save the DTS as Structured Storage File which has the extension of dts. Then you can open the DTS from the server you want to save the DTS and save it there.
From MSDN http://msdn.microsoft.com/library/default.asp?url=/library/en-us/dtssql/dts_pkgmng_6w6d.asp
Here u are How to save a DTS package to SQL Server (Enterprise Manager) To save a DTS package to SQL Server In Data Transformation Services (DTS) Designer, on the toolbar, click the Save button. In the Location list, click SQL Server. Complete the rest of the required fields. Note If the DTS package has already been saved to Microsoft® SQL Server™, the Save DTS Package dialog box will not appear and a new version will be saved. If the package has been saved to a structured storage or a Microsoft Visual Basic® file, or to SQL Server 2000 Meta Data Services, click Save As to save to SQL Server. AKTHAR DILMOHAMUD 65 BENARES ST PORT LOUIS MAURITIUS
http://www.sqldts.com -- Frank Kalis Microsoft SQL Server MVP http://www.insidesql.de Ich unterstütze PASS Deutschland e.V. http://www.sqlpass.de)