You posted in a 2008 forum but it looks like from the title of your post you're on 2005.

Here is a link on how to connect to a SQL 2005 Integration Services Instance:

Connecting to a Remote Integration Services Server (SQL Server 2005)

When you 'save to SQL Server' where you're really saving the package is in the msdb Database of the SQL Server you specify. You can see your packages here:

SELECT *

FROM msdb.dbo.sysdtspackages90;

And you can access them via SSMS, just follow the link above.