I have a bunch of DTS packages running nightly from SQL Agent that work fine but I have had problems in the past. Some problems I have had have been:

1. The DTS run command uses the DTS package GUID to find out which DTS package to run. If you make a change to a DTS package and save it, it is given a new GUID, so the job no longer runs the correct DTS package. Delete the job and recreate it.

2. Check the owner of the job has rights to run the DTS package and use the DTS connections if trusted connections are used.

3. Swear at it a bit.

4. In enterprise manager, right-click the job, select 'view job history' and look for the failure message. Post the message on this forum so we can have a look.

In my experience they either run first time with no problems or they are a real pain to sort out...