You will need to have SQL Server 2000 installed either localy or available in the domain. If you run it from workstation without SQL Server installed, you will need at least install the SQL Server Tools, which will install the DTS access components to the workstation.
The SQL Server service pack 2 is required for the DTS documenter, and the latest service pack is recommended.

Latest SQL Server service pack can be found here:
http://www.microsoft.com/downloads/details.aspx?FamilyId=8E2DFC8D-C20E-4446-99A9-B7F0213F8BC5&displaylang=en

DTS Socumenter is a .Net application and and you will need to have the .Net framework 1.1 installed before you can use it.

Once you downloaded DTS Documenter you will need to right-click the msi package and click Install. Installation is easy and you just need to folow instructions on the screen.