Could you use dynamic T-SQL in a stored procedure to create a scheduled task to be executed immediately or GetDate + 1 minute, giving it a name defined in a table, which you then look up at the end of you DTS package, from another stored procedure designed to create a DROP SCHEDULED TASK script with Dynamic T-SQL...
Basically I have't tried this, or what you're looking to achieve, but I believe from memory that what I'm suggesting is technically possible...
Rhys
Thought out... Maybe,
Opinionated... Probably
But it is only an opinion!