Actually, DTS was dropped in SQL 2005; it does exist in SQL 2000.
Also, you don't specify which version of SQL you are using (Transact-SQL, MySQL, Oracle, PostGRE, etc.)
The easiest thing to do is simply export your records as a comma-delimited file. Basically, each field is surrounded with a single-quote, then followed by a comma, and each record is terminated with a newline.
There are some downloadable tools out there that will do this for you. For example, if you use MySQL and phpMyAdmin, it has an export feature that will dump your data to CSV.
You can then open the CSV file with Excel via File --> Open and it will import the data; you can then save the imported file as a real Excel sheet / workbook.