Hi mflancour,
I have spent the past month doing exactly what you are trying to do, NEVER having used DTS or SSIS before in my life. However, I have used jobs extensively in both 2000 and 2005, and for some reason it all felt very homey to me (complex, but familiar I'd guess you'd say).
Here is what you're gonna need to do:
1.) Open your packages in DTS, then save them as Structured Storage Files to the 2005 machine
2.) Next, in BIDS (Business Intelligence Development Studio), you need to MIGRATE the DTS packages using the DTS Migration Wizard. You right click in SSIS Packages in Solution Explorer, then select Migrate DTS 2000 package. Follow the screens.
3.) If all goes well, you will now have a new SSIS package with a .dtsx extension on it.
4.) Because you have ActiveX scripts in your package, the Migration Wizard will "wrap" them up in Execute DTS 2000 Tasks. At some point, you're going to have to translate the ActiveX script to VB.Net using a Script Task/Script Component.
5.) Also, in order to DO anything with the Execute DTS 2000 Task, you need to download and install DTS Designer Components add-in from the MSDN website. Once you have that installed on your 2005 machine, you can actually see what's going on INSIDE the Execute DTS 2000 Task.
Good luck. You do have a learning curve ahead of you. and you're gonna have to pick up a little VB.Net. It helps if you have a VB.Net developer handy that can get you started.
Pick up a copy of Kirk Haselden's SSIS book. The first chapter is on migrating DTS packages to SSIS. This is how I figured it out.
Hopefully your packages aren't over the top complex. I think you can save A LOT of time using the Migration Wizard, not write from scratch. For one thing, you will learn what the equivalent SSIS tasks are because the wizard does this for you on parts of the package. I would have been clueless without the migration wizard!! Now, I write packages from scratch, no problem. But why reinvent the wheel at the beginning?