You can use the following script to alter the output/log path for each step in every job scheduled in SQL Server Agent. It sets the filename to be + +
update s set output_file_name = 'C:\logs\ldsql2000\sqlagent\'+(select name from msdb..sysjobs j where j.job_id = s.job_id)+' '+step_name+'.txt' from msdb..sysjobsteps s