Actually I reviewed by NT script and I do use DTEXEC instead of DTSRUN (I must had DTS packages on my mind!).

Another great thing about using a NT Batch script is that you can evaluate the ERRORLEVEL code from the DTEXEC command. This is a great way to properly know if you package did succeed or not. This also allows you to properly pass the Exit code to your job scheduler (ie: IBM Tivoli Job Scheduler) to know if the job was successful.

You can findout all about the DTEXEC command in BOL.