Would it hurt if I mention somewhere in my application package to a phd program that I applied to the same program?
It's not standard, in my experience, to ask applicants if they've applied before.  (For one, this only applies to a relatively small percentage of applicants typically.)  Therefore, if they don't ask for it, they shouldn't expecting this information, and there's typically no reason to provide it.  

Looking at your application, they may or may not remember you, depending on (i) if it's the same people doing admissions, (ii) how many applicants they got, and (iii) how much your application stood out.  If they don't already remember you, reminding them you were unmemorable last time won't do you many favors.

The only situation in which you might want to say something is if you were in contact with a faculty member who wanted to admit you, but for whatever reason they couldn't accept you.  In this case, you can just email that faculty member to let them know you're applying again.