If the destination SQL Server is started under a domain account that does not have local administrator privileges on the source computer then the following error message may be generated by the wizard:
Step Error Source: Microsoft Data Transformation Services (DTS) Package
Step Error Description:Unspecified error
Step Error code: 80004005
Step Error Help File:sqldts80.hlp
Step Error Help Context ID:1100
Clicking on the "MORE INFO >>>" button, you will find that permissions to create the remote share are not present.