My DTS package is stored inside SQL Server. Now I cannot open it.
The DTS packages are stored in the sysdtspackages system table in the msdb database.
Check the DTS package presents on the server:
The text of the DTS package is stored in the PackageData image field
of the sysdtspackages system table in the msdb database.
select name from sysdtspackages
To save DTS package in file, you can use textcopy.exe utility from the C:\MSSQL7\BINN (path by default).
This is the example to save DTSName package from the sysdtspackages table into DTSText.dts file:
Now you can open the DTSName package from the DTSText.dts file and run it.
textcopy /S ServerName /U sa /P /D msdb /T sysdtspackages /C packagedata
/W "where name='DTSName'" /F DTSText.dts /O
See also this link about troubleshooting DTS package errors:
How to troubleshoot DTS problems