how to use SQL Server 2005 Integration Services (SSIS)?

Our company needs to frequently import 1000s of records from a 3rd party app
on a daily basis. And this info has to be imported into SQL.
Sometimes the number could be in the rage of 100,000 or millions of records.

The data will be in flat files (delimited text files), and we'll need to
perform some validations, transformations and then import them into SQL
server (into the necessary tables).
Some keys will have to be auto-generated, whereas in others, existing data
will be used as PKs.

I know that DTS is the way to go, and in SQL 2005 its SSIS.
We're using SQL 2005, and this process will be done on a daily basis.

Can someone direct me on how to proceed with the above task.
I.e. where can i start, do I have to learn about SSIS in SQL 2005?

Any help on the above, is much appreciated.