It works from SQL Server 2000 Enterprise Manager. I hadn't noticed it before on the server console as server is 7.
DTS uses many 'ConenctionProperties' including extended properties matching the 'Data Source' as listed in DTS. These connectionproperties are only listed in BOL under DTS Programming.
The DTS VBscript shows DTS uses 'Microsoft.Jet.OLEDB.4.0' which sql2000 BOL says is only for Access. BOL also sugegsts that for 'other' sources you must use ODBC (with DSN). Then in another place (under OLD DB Provider for ODBC for linked servers) it says you can use any driver directly without a DSN if you provide all required info in a 'Provider String'.
I'll experiment building a 'Provider String' and report how I go.