Take a backup of your 2000 database, saving the mdf/ndf/ldf files to a shiny new location. Then you can restore these files to your 2005 SQL Server. Note that this method will keep the 2000 compat level (80?) (beautiful thing, backwards compatibility).
As for DTS, you can import them into 2005; they fall under management > legacy > DTS. Note that you cannot make changes to imported DTS packages as they have been deprecated from the 2005 build and replaced by something called SSIS.
Heck, will some guru point out the flaws in what I'm saying please; something just doesn't feel right