Data Source Connection Not Setting Correctly

This is a DTS question, not Integration services, please advise if this is the wrong forum, I couldn't find a DTS forum.

I use a loop that sets the source connection object each time at the
beginning of each loop to a different DSN-each DSN points towards a
different server with the same database structure (I set this through
an ActiveX script task, setting the
"pkg.Connections("My_Source_Conn_Name").DataSource" property). I then
run a series of datapump tasks that should use the new DSN each time.
This is not a problem with the loop, it is clearly looping through each
set of steps each time.

I realized that the second time I set it, it doesn't take, i.e. the
datapump tasks all run off of the first DSN setting. Each time through
the loop the queries run from the first server as if the source
connection object had not been changed. If I use a:

msgbox "DSN is now: " &
pkg.Connections("My_Source_Conn_Name").DataSource

before and after when I set it in the ActiveX task, it tells me I am
doing it correctly-it changes each time.

If I look at the Source Connection object when the package is done, it
is set correctly to the last server's DSN. If I do an "execute step" at
that point it works and gets the data from the last server.

Every step in the package is set to run based on the success of the
previous step, but it is like the source connection object is not
getting set until the end of the package, at least as far as the
DataPump tasks are concerned. How can I ensure it gets set before each
next set of DataPump tasks

This is urgent for me, so I greatly appreciate any help. Let me know if
you need more info.

Thanks,
Kayda