You could add a check to see if each table exists before attempting to import it. I could either be a step in the job before the step that runs the DTS package or it could be an Execute SQL task in the package itself.

Something like:

if exists (select * from dbo.sysobjects where id = object_id(N'tablename) and objectproperty(id, N'IsTable') = 1)

go to the step that imports the table