I have created a SSIS package. I need to apply Transaction to this package for rollbacking in case the package fails. What I found is a property \"TransactionOption\" which
It sounds like you might not have appropriate permission to use the Distributed Transaction Coordinator (MSDTC) service which is required to utilize transactions in SSIS.
See this article on Transactions for more information: http://www.mssqltips.com/tip.asp?tip=1585
Also you might need to look more into how the MSDTC works in relation to SSIS to get your issue resolved.