SQL Server 2000 sp3, Delphi 5, Win2Ksp2

I've tried a number of different strategies, and I just can't seem to catch
the events of a DTS package execution. Using the _Package I can do all the
programmatic stuff I like, but even if I implement the event interfaces I
can't assign the package to have those events. If I use the TPackage
component instead, I can do just about whatever I want EXCEPT execute the
package (I have tried setting all the steps to execute in the main thread,
to no avail).

Is this a bug in the DTS_TLB? Or is there some extra step that I'm not yet
doing? Any help would be much appreciated. TIA

And I should add that I agree with Euan that this error most likely has
something to do with Delphi, not the DTS_TLB, since other languages are able
to catch the events just fine.