A couple of ways I've found are:

Look at the SQL Service names which contains the instance name:

For example if SQL has been installed to the Default instance the service name will be:

SQL Server (MSSQLSERVER)

If SQL has been installed to an instance called "SCCM" the service name will be:

SQL Server (SCCM) instead of SQL Server (MSSQLSERVER)

 

 

Look in SQL Server Configuration Manager:

Load SQL Server Configuration Manager (Start | Programs | Microsoft SQL Server 2008 | Configuration Tools | SQL Server Configuration Manager).

Once SQL Server Configuration Manager has loaded navigate to:

SQL Server Configuration Manager (Local) | SQL Server Network Configuration.

Under here you will find a  list of all the SQL instances on the server in question prefixed by "Protocols for"

So for example if you have installed SQL to the Default instance you will see

Protocols for MSSQLSERVER

If SQL has been installed to an instance called "ConfigMgr" you will see:

Protocols for ConfigMgr

So if you have two instances of SQL running (one installed to the default instance and the other installed to ConfigMgr), you would see:

Protocols for MSSQLSERVER

Protocols for ConfigMgr