DTS does not support AS400 connectivity natively, but by obtaining a third party ODBC or OLE-DB provider you can connect quite easily. In no particular order, some links for suppliers of such providers:

IBM Client Access AS400 ODBC and OLE-DB providers
IBM Client Access

Microsoft Host Integration Server 2000 contains both ODBC and OLE-DB providers
Microsoft Host Integration Server

Hit Software supply the HiT ODBC/400 and HiT OLEDB/400 providers
Hit Software

DataDirect (previously Merant) supply both ODBC and OLE-DB providers
DataDirect Technologies