The 29-year-old midfielder, who endured the drop to the first division with Manchester City in 1996, admits this summer was a depressing one for everyone connected with the club, but insists that the focus must remain positive if Hammers are to make a quick return.
"It hasn't been a nice summer, to be honest," says Steve. "You try and take your mind off football, but it's hard to get away from it when you've just been relegated.
"I went through it with Manchester City, and it doesn't get any better. It's a pretty nasty feeling.
"The first thing you have to do is accept that you will be playing First Division football, and then respond in the right way.
"At Man City, I can remember everyone feeling sorry for themselves when we went down, thinking: 'We are a big club, we have big crowds, we shouldn't be in this position.' That kind of approach is no good, though, and we really struggled, to the extent that the club were relegated again a couple of years later.
"It's going to be tough in the first division, teams will be really up for the it when they come to Upton Park, and when we go away they will be asking: 'Do they really fancy it?' We have to prove that we are up for the fight, and attitude is going to play a big part in our chances of success."
As someone who has experienced the rough and tumble of life in the first division, Steve is only too aware that Hammers will face a more direct approach than they have been used to among the elite of the Premiership, and says that the desire to match their opponents must be there from the start.
"In many of the games we are going to be facing a much more direct style of play than we have been used to, and we have got to be ready to deal with that. Most games will be a battle, and it is important that we stamp our authority early on, because most of these teams will take advantage if you are not strong enough.
"A couple of seasons ago we had a fantastic home record in the Premiership, but last season more teams came to frustrate us, and we will have to be ready for plenty more of that this season. Our first home game is against Sheffield United, and they will be very direct, very determined, and show plenty of bite in the tackle.
"We have got to match them and all the other teams who will be desperate to put one over on us. It's essential we get off to a good start and, as long as the attitude and desire of the players is there, I'm sure we can put ourselves in good position early on to be on course for promotion.
"Portsmouth showed last year what a good start can do for you, and if we can get a good number of points on the board in the first few games, then hopefully the confidence will grow and we can go from strength to strength."