The DTS component of SQL Server 2000 was a redistributable client component. This mean anyone with a SQL Server Client Access Licence (CAL) could not only connect to SQL Server in the normal manner, but that could also run DTS packages on their machine. Since DTS and SSIS have no client server, or remote execution feature, this was rather useful. The DTS install was officially documented in redist.txt and expanded upon in articles like Redistributing DTS with your program .
SSIS is not redistributable. If you want to run a SSIS package on a machine, you need to licence that machine with a server license, a full SQL Server license not just a CAL.
This has not been highlighted very well in the SQL Server 2005 Documentation, but is covered in the Product level is insufficient topic.
Although installing Workstation components lets you design packages in BI Development Studio, running packages outside the development environment requires the installation of Integration Services. Subject to the terms of your SQL Server licensing agreement, you may be able to run Setup again to add Integration Services to your installation. SQL Server 2005 Integration Services (SSIS) is now a server component and is not redistributable to client computers in the same manner that the components required for SQL Server 2000 Data Transformation Services (DTS) were redistributable.