There's a dialog box of DTS application-wide settings that disappeared from SQL Server 2005 and 2008. It used to live on the context (right-click) menu of the DTS node in SQL Server 2000 Enterprise Manager. One day in a moment of spare time I set about to re-create it for use on a SQL Server 2005 or later computer with DTS support installed. Here's the VB.NET source code project.
I described this in Books Online in Setting DTS Application Properties.
Mine's on the right, the original is on the left. Not bad, huh? -Doug