Hi Carol,
It depends on the security settings in msdb, particularly EXECUTE permissions on stored procedures that work with DTS packages i.e. sp_add_dtspackage, sp_drop_dtspackage, sp_enum_dtspackages, etc.
My suggestion is to go to the sqlservercentral home page and search for "DTS security". You'll find lots of articles and forum threads discussing the particulars.
Greg