One annoying thing about SSIS (2008) and some of the other project types in Visual Studio is the lack of an "Open Project Directory..." option on the project right-click menu. Visual Studio's "Tools" menu can provide a work-around this.
Go to Tools... External Tools... and add a new entry with the following properties:
Title = &Open Project Folder
Command = explorer.exe
Arguments = "$(ProjectDir)"
Initial Directory = "$(ProjectDir)"
Now, when I select my SSIS project, I can choose "Tools... Open Project Folder" (or ALT+T,O,<ENTER>), and the correct folder will open in Windows Explorer.
Using macros such as $(ProjectDir), $(SolutionDir), $(Configuration), and others can come in very handy when you find yourself doing the same types of things over and over in Visual Studio. Here is the documentation for all other built-in VS macros: http://msdn.microsoft.com/en-us/library/c02as0cs.aspx