Since DTC won't work for whatever reason, I tried using native SQL Server Transactions.

I followed the simple example from the Wrox book, the only clear mention of it I could find.

I added a SQL task at the head of the chain or tasks, "Begin Tran etlBlah"

then at the end of the chain of tasks added a SQL Task, "Commit Tran etlBlah".

But the commit SQL Task errors with "The COMMIT TRANSACTION request has no corresponding BEGIN TRANSACTION."

Please help, how do you implement SQL Transaction support?  Adding DTC to even the simplest package eventually causes it to hang without any errors, native SQL transactions seem to have some sort of disconnect and cannot commit.