I have a DTSX file in a project I\'m taking over. I have Visual Studio 2005 Pro, but it just opens it as an XML file. SQL Server Management Studio 2005 does the same.
If you use the 'Export Data' wizard there is an option to store the configuration as an 'Integration Services Projects' within the SQL Server database . To edit this package follow the instructions from "mikeTheLiar" but instead of searching for a file make a connection to the database and export package.
From "mikeTheLiar": File->New Project->Integration Services Project - Now in solution explorer there is a SSIS Packages folder, right click it and select "Add Existing Package".
Using the default dialog make a connection to the database and open the export package. The package can now be edited.