Hi, thanks for posting this common question about ActiveX. We do convert ActiveX to SSIS but DTS xChange converts it to a similar ActiveX Script Task inside of SSIS with your exact code above. That being said, this code, which uses the DTS object model won't work in SSIS. All other tasks will convert though to their SSIS equivalent. We have about 90% success rate with package migrations overall.
In addition, you may find this blog post useful about migrating these types of tasks: http://pragmaticworks.com/community/blogs/dtsxchange/archive/2007/09/08/Converting-the-ActiveX-Script-Task.aspx
With the code above, you'd probably want to convert it using DTS xChange and then re-engineer this one piece of the package by using conditional expressions on the precedence constraints. If you need any ideas once you convert, just send us an email and we'll be happy to help.
Brian