There are a few common problems you might encounter when you run DTS packages as scheduled jobs in SQL Agent:
Relative Path - A relative path (or drive letter) is specific to the current location of the package, unless the referenced files are also moved to the server, the package execution fails.
COM Components in ActiveX Scripts - Microsoft ActiveX Data Objects are called in an ActiveX script, the called components must exist on the computer from which the DTS package is being run. If the package is scheduled to be run by SQL Agent, the called components must be loaded on the SQL Server.
Mapped Drives -If the package relies on the physical location of a file designated by a mapped drive letter, the package may fail when it is run as a scheduled SQL Agent job. SQL Agent is a Windows NT service and Windows NT services cannot see mapped drive letters, use UNC path.