Download SQL Server 2005 DTS Wizard
The Microsoft SQL Server 2005 Express Edition install does not automatically include the Data Transfer Services (DTS) package that allows you - for example - to easily import data from spreadsheets. That’s a surprise to those of us who are used to using DTS in the SQL Server 2000 Enterprise Manager. It turns out you can get a newer version of the DTS by downloading the Microsoft SQL Server 2005 Express Edition Toolkit from http://go.microsoft.com/fwlink/?LinkId=65111. - it’s a fairly big file of over 200MB.
After installation, the DTS Wizard is found at C:\Program Files\Microsoft SQL Server\90\DTS\Binn\DTSWizard.EXE. Unfortunately you can’t get full integration into Management Studio Express as we are used to in Enterprise Manager (right-click database->Import Data etc.) but you can create a shortcut to the wizard within MSE by going to Tools->External Tools->Add.
