I remember calling DTS fom CF with the sp "xp_cmdshell" (used
to execute DOS-commands) together with something like "DTSRun
/~Z0x061EF145A1BC32F5750509079C2778DF4AFFF43F8F6C637E317F39F73EE50A794D7BDF82C5F56229CD35DBE5C93C07F697725BC96A45A3C64A11D1FCAD5E21AC2C9BE6FBD32B5011465A20A3E3DF7B41F94FBABF839DBCD190DB7EC0D9697D8D0A6A898C7993532D69A6C50A5DAB842D280A9C2C0ACB40923A255BF8413DD5C571B11C2EA2EBB27485C4C80DA611E033167AF8"
, which you see when you schedule a DTS and then examine the
steps of the created job.
SQL Server->Management->SQL Server Agent->Jobs :
Select the job corresponding to your scheduled DTS, then the rider
"Steps" and double-click the step ...
Don't know of this still works in SQL 2005 and "xp_cmdshell"
is said to be a security risk, thus often disabled.
Hope it helps!
Stefan K.