This is a SQL2005 issue, because the problem came up with the engine itself, not the etl (that yes, it´s actually a SLQ2000).

Our MSSQL server:

Enterprise Edition (64-bit)9.00.5292.00SP4

We launch ETLs process from DTS on SQL2000, pointing to our SQL2005 DWH. Even if we run manually some script we got those errors.