Steve, who played behind Lee at right back on Saturday, says: "I thought he did very well - he has not played for four weeks, and it is obviously a new club as well, so it is difficult to come in.
"But I thought he did reasonably well, he is a quiet enough lad, and he is a great signing who the lads have all made feel welcome."
As for his own return after an ankle problem, he says: "I only missed one game, it wasn't like I had been out for a long time, and I was in a different position.
"It was okay, I wouldn't say anything special, and sometimes you have got to do things you don't want to do.
"But I was disappointed with the result - I think their equaliser was Newcastle's only chance in the second half.
"You can't take anything away from the lad's strike, it was top quality, but we just needed to get that third goal to settle us down because I thought we looked pretty solid."
He denies there was any nervousness about West Ham's play at 2-1 up and adds: "Not really, it is just that he has hit a wonder strike into the top corner when we were playing well and it did not look like they would cause us too many problems."
Steve played a part in both Hammers goals on Saturday, launching the throw that led to Joe Cole's early equaliser and then sending in the cross that set up Jermain Defoe to put West Ham in the lead.
Says the Northern Ireland international: "Jermain had a great spin and finish for his goal, and he is on a bit of a run now, so hopefully he can keep that going to the end of the season."