Sql 2000 to 2005 learning curve

Hey all. I'm pretty experienced in Sql 2000 and have a task I could do in my sleep if I had that server. We currently have an Oracle server that we want to copy the data onto the SQL Server 2005 server. Had this been 2000, I'd put down a DTS Package, and call it a day. However, I don't see a section on DTS in SQL 2005. Online help mentions Integration Services, but I don't see that either.

My question is this: How do I create an Integration Services package similar to a DTS package, and where do I find that area of the server?

Thanks much!