DTP vaccine is a combination vaccine given to prevent Diptheria, Tetanus and Pertussis. All the 3 vaccines are identified as mandatory vaccines. So, it makes sense to give them together to reduce the no. of pricks. Sometimes. Pertussis component, if whole cell is used, may produce some allergic reactions. In those cases, acellular Pertussis or the more common term painless vaccine is used for vaccination .
Another reason of giving them together is that they are well tolerated and produce effective immune response when injected as DTP.
For more info on DTP see http://vaccinebox.com/vac