The Powder-In-Tube process has been employed to fabricate tape-like conductors with a strong metallic sheath and based on the newly discovered MgB2 superconducting phase. Long superconducting tapes have been prepared by packing reacted MgB2 powders inside pure Ag, Cu and Ni tubes which are then cold worked by drawing and rolling. Such tapes have shown transport properties as good as bulk MgB2 samples sintered in high pressure and high temperature conditions. At 4.2 K, the highest critical current density of 100000 A/cm2 has been achieved on Nickel-sheathed single-filament conductors. A direct correlation between the sheath tensile strength and the critical current of the unsintered tape has been observed.