From my experience, you are better off opening each DTS package and saving them to the new SQL 2008 server individually (rather than importing and exporting).
We found that with exporting and importing, SQL often chose the wrong version of the DTS package and we ended up with an older version of the package on the new server- only an issue if you have multiple versions stored in each package.
btw, we migrated from SQL 2000 to SQL2008...