James Christian's answer works for me. Expanding slightly on it to bring back one or two more fields here's what I'm using :
/*This command can be used to determine which DTS package a job is running where the job lists the DTS package in the format DTSRun /~xxxxxxxxxxxxxxxxxxxxxx. */
USE msdb
GO
SELECT sj.name as 'JobName', sjs.step_name AS 'StepName', sjs.job_id,
sjs.step_id, sjs.subsystem, sjs.command, sj.date_created,
sj.originating_server, --name of the server from which the job came.
sjs.database_name --this will be NULL if subsystem is not T-SQL
FROM sysjobsteps sjs INNER JOIN sysjobs sj
ON sjs.job_id=sj.job_id
WHERE sjs.command LIKE N'DTSRun /~Z0xEEF6B66CBA75D66CBD%'