I am missing something here: I have several DTS 2000 packages nailing Sql 2005 server/instances databases.
It is worth adding that the feature pack may break Sql Server Enterprise Manager. You may have to re-install it to get it back to its original glory. Once you do this, though, you can work in both environments.
Also, when working with the DTS 2000 Package Designer (from Management Studio); you may not be able to alter any objects (edit anything) in Management Studio until the Package Designer is closed.
In my opinion, small pain with big gain. They were very nice to give us a DTS Designer for management Studio.