It shouldn't be a problem, unless the programs being executed are located in different paths that is not covered by the package source directory. Hopefully my examples help. If not, you may want to post what settings you are using to help us identify what is wrong.
Eg. 1:
Package source directory is: \\server1\share1\program1
Program 1 file location is: \\server1\share1\program1\test.exe
Program 2 file location is: \\server1\share1\program2\test2.exe
In this example, Program 2 should fail because the test2.exe file is located in a different location than defined in the Package Source Directory.
Eg.2:
Package source directory is: \\server1\share1
Program 1 file location is: \\server1\share1\program1\test.exe
Program 2 file location is: \\server1\share1\program2\test2.exe
In this example, the Package Source Directory is located at a higher level so when you are trying to execute test.exe or test2.exe, the command path also specifies the folder location as Program1\test.exe and Program2\test2.exe.