No, but if you do a side-by-side migration, you'll have to copy the packages from the SQL 2000 instance to the SQL 2005 instance. Here are the methods I've used:
1. Open each package in DTS Designer and save as a file. In SQL 2004 Management Studio, expand Management, Legacy, right-click on Data Transformation Services and select Import Package File.
2. Use DTSBackup 2000, a free download from www.sqldts.com, to save all packages in an instance to files. Then do the import as described above.